Being closed-source and being unknown aren't synonyms. More like antonyms. First of all, algorithms are deterministic. You cannot produce randomness out of an algorithm, because randomness is lack of predictability, and algorithm is completely predictable. That's why we use sources from the outside world in RNG. Secondly, there is no manner to prove a number was generated randomly.

But, forget about these. A closed-source library, on a low-level, is transparent. Binaries are transparent if you're competent of reverse engineering. There's a good saying that if you know Assembly, then every software is open-source.