Unusually, I wouldn't argue one way or the other, all I would say is, it gives the impression of being lazy to not follow correct procedure and it opens opportunities for later difficulty.
If there is a genuine need for closed session, and it is known in advance, and it is listed on the agenda, why would it make any sense not to just have a quick vote to accomplish that?
In the absence of doing so, a member of public 'could' walk in half way through (I know, unlikely - but possible) or staff or Cllr may inadvertently (or intentionally) disclose confidential details. If they did, there could be some mitigation for breaching confidentiality if the council itself didn't bother to follow correct procedure. Then of course there is the matter of the minutes - the discussion cannot be classified as confidential if the session wasn't confidential so the minutes should be the same as for the rest of the meeting - this could prove awkward.
So in summary, I can think of no overriding reason NOT to do what was already stipulated where to do so would literally take seconds and to not do so opens up a whole raft of opportunity for difficulty downstream.
All of that said - I am no great advocate of confidential sessions.