The file still must still be closed even with the Open File Option. The Open File Option allows the backup server to check the status of open files during the job, if they close the server will back them up. Well that is the way it was explained to me anyway.
What you can do so the jobs pass: There is a registry hack that can be done, but you must monitor your logs to ensure that just pst files are showing as corrupt. Set fail on corrupt files to a 0. Your job will complete with exceptions you must verify that it is only the pst files showing corrupt.
I have restored many pst files backed up with this registry setting.