Whether enabling the Auto Open Diagrams option is a good idea depends on what you wish to view when, and whether you are interacting with the simulation, or just letting it run through (such as when performing a screencast recording of a simulation execution).
Having Auto Open Diagrams enabled is not always ideal if you have lots of "wrapped" Behaviors for State 'entry', 'doActivity', or 'exit' Behavior.
If you only have a few Activity Diagrams and StateMachine Diagrams you might instead consider having them all open at once using the split window group facility in MagicDraw/Cameo.