Neither of those is "wrong" if you train yourself that way. Do what's natural.
A lot of good shooting is doing what is unnatural. What do you naturally do when a gun goes off in your hand (or you are expecting it to)? Tense up, squeeze harder, push gun away from body, pull head away, flinch, blink your eyes. We don't want any of that to happen.
A lot of people can't sight in properly with both eyes open regardless of how long they force themselves to do it. Then when you can't hit anything you get frustrated and give up.
Most people can do it, and everyone should if they can. So at least one should seriously try. There are methods which help to learn the correct focus and reinforce the dominance of one eye. Some classic ones are putting a piece of transparent tape on glasses to blur the vision of the weak eye, or outright block the weak eye with something.
The dominant eye test is also quite hard to do properly if you know what it's doing. You can see both viewpoints at the same time, so I can line up the test to whichever eye I want to be dominant. Or maybe I don't have a dominant eye and others don't have this "problem" with the test. I just treat my right as dominant and go from there.
Knowing what the test is for has nothing to do with being able to do the test. You thrust the thumb hard towards target (say, the nearest doorjamb) and freeze the thumb in place. This should take much less than half a second. If there's time to think, line up or aim, you are doing it wrong. Only worry about doing stuff with the eyes after the thumb is out there.
The test will produce
a result no matter what. I guess with very equidominant eyes you'd see the thumb move no matter which eye you close.
Lately I've been trying to shoot both eyes open, and focusing on target. This gives me a "double image" of the gun in my peripherals, but it's not that hard to line up in reality.
Focus on target is generally recommended only in very fast, short distance shooting. I end up using it in a half-assed way when timer is running because I'm greedy, though I don't even have decent regular sight focus yet and certainly can't shoot reliably with target focus.