They do have to be closed before cutting away if the train line was charged. Whether the crews rode the caboose down from Durango without air or closed the cocks enroute I don't know. I don't have DRG Air Brake Rules from the period to get an idea of their practice, but each RR had their own rules for such things. In today's world traveling over the road without 100% operative train brakes from the initial terminal is not permitted and flying switches are not permitted on most RRs, especially with occupied equipment. Carbon Jct is listed as having Yard Limits (1951 TT #126), so I assume it was operationally a completely separate location from Durango, which would affect the requirements.
Maybe Olaf or someone else could tell us if/where the Yard Limit signs were at Carbon Jct and Durango.