This is the return end of a furnace I worked on this morning. Every seal around that box you see, where the one 14" duct is coming off of, should be sealed.
For you a/c guys, I replaced that return run, lifted and hung that entire system (by myself!!) from the roof rafters (the old coil was sitting in the pan which was on the floor, was leveled backwards from the drain and overflowing onto the sheetrock), new drain pan, new float switches, new insulation on drain, condenser coil cleaning and evaporator cleaning which included the installation of an access panel.
I have to go back so I'll take more pics of the final result.
Op, all of those connections must be closed entirely.