Not necessarily true there is another way to get into that door and here's how:
For one door does not need to be opened from the inside it can be opened from the outside
when you get the scrying stone on the top floor (button is in flame room to make it appear) head back to broken valley village. Head to father Romon (priest walking outside the church area) and hand him the stone (Be sure to save before handing him the stone because sometimes it bugs out and ruins the quest) he will walk inside the chapel. WALK INSIDE RIGHT AFTER HIM! if you wait too long he will walk outside all casual and u will have missed this opportunity!!!! Walk up to the alter and, if done correctly, the soldier Geoff (the one confessing sins to Romon in the beginning) will stop you and tell you that Romon magically vanished in an explosion of light. Grab the notes on the altar and read them. They will tell you to go to the Vault of Anguish. Go back to the door that was previously locked and voila the door will now open. What happened to father Romon you will have to find out!