They're saying that the order in which he visits topics and their details requires the listener to keep many topics in their head simultaneously for the duratio

They're saying that the order in which he visits topics and their details requires the listener to keep many topics in their head simultaneously for the duration of the discussion. "breadth-first" is an order of graph traversal. In this case, it refers to covering all of the topics before drilling down into more detail in each topic, and later drilling down even further into topics. The chief alternative order to discuss topics would be depth-first: to cover a major topic, and drill down as deep as you're going to go into the details, before moving onto the next major topic. The open cognitive loops are the incompletely-covered topics that must be kept in the listener's head because they haven't been completely covered ("closed") yet, and will be re-visited in greater detail later.