In spaces where singleton points are closed, your property is equivalent to saying that the space has no isolated points. Or in other words, that it is perfect.
Clearly, no space with an isolated point can have your property. Conversely, when singletons are closed, then you can subtract one point from any open set and thereby have a proper open subset. So if U has at least 2 points x,y, then U = U-{x} union U-{y}, giving an instance with I of size 2.