i'm also gonna say "myth". someone above said "it may keep an eardrum from being blown out" . but i'm thinking, with the mouth closed,as outside pressure builds, compressing the air in the inner ear, this denser inner air has more resistence to the outside force, possibly slowing,minimizing or preventing the blown eardrum. BUT...... if you could hypothetically be yawning at the moment of the blast, you would be opening the eustacian tubes between the throat and inner ear, allowing the blast to also enter the mouth and eustacian tubes,contacting the eardrum from both sides,at the same instant, equalizing and therefore neutralizing the effect.