obviously, anyone who knows about MBTI knows that all SJs are not rigid, closed minded bureaucrats. what is different about them than say, ENTPs, is that it takes more energy to process new ideas and information. an SJ who is confronted with lots of change and new information is like "whoa! slow down, I need time to process this!"
NPs can completely change vast amounts of previously known information in effortlessly and in seconds, but Si is sort of a "foundation" type of function. for ENTPs, changing information is as easy as driving and making a left turn. for an SJ, changing information is like remodeling a house. you need to rework things from the foundation and make sure everything is still sturdy and solid. for example, an ISTJ needs a lot of time alone to process, except and work new information into the basic foundation of their life and their beliefs.
so, coming back to my point, close mindedness in SJs comes for the same reason that avoiding work does for NPs, laziness. SJs become closed minded and bureaucratic when they don't take the time to consider the new information and except that some new information may potentially better. as about 45% of the population is SJ and a large percentage of people are lazy, it's no surprise that there is a lot of overlap, hence, a lot of rigid SJs. this leads people to make the generalization that being an SJs are naturally close minded, but correlation doesn't equal causation.
anyway, just a theory, feel free to make a counterpoint