exactly.

I too had initially some difficulties to understand this but due to the extraordinary patience by some I finally understood it. In fact both eyes open would make the cross appear somehow floating in the air and a little transparent. You can get a similar effect when you hold up your hand in front of one of your eyes at a small distance and then stare just in front of you with both eyes open (don't look at your hand). Your hand will "move" slightly to the other side (towards the eye with no hand in front of you) and get transparent. A similar thing would happen with the gunsight. That would be the closest thing to reality and would circumvent the awkward thing we have right now.

BTW: I also learnt that when using gunsights with shotguns it will be done with both eyes open too and the effect will be similar.