The doors should not have been closed again. There is a possible bug a few people have encountered in the PC version; sometimes when quick saving/loading indoors ladders can get removed or doorways sealed. If you notice this right away, then exiting the game, restarting and reloading the save should work normally, but if you don't notice and save again it gets written into the save file.
Missing ladders in dungeon...stuck inside!Do you have a recent save outside the room, or inside with the door open?