I've been wondering about the doors for this entire game, too. You find locked doors everywhere and occasionally you find keys that get you into some place. I guess by having lots of them be locked you can never be sure if there is something back there and you haven't found that quest yet, or is there really just nothing back there? Also it gives them a place to add content for mods and expansions. You make a new room, some new NPCs, and then link it to a locked door somewhere to place it in the world.