Valves are closed when the solenoid in not activated. Otherwise, all of your valves would open if the power failed.
Most electric irrigation valve are "pilot operated". The design is made so that water pressure and a spring work together to keep the valve closed. The solenoid opens a small "pilot" passage to relieve the water pressure in an area that is keeping the valve closed, allowing the pressure on the supply side to open the valve.
By using the pilot operation, the solenoid doesn't have to be strong enough to keep the valve closed against the pressure. That reduces the cost of the valve.
Pilot operated valves require a certain minimum pressure to actuate the valve.