The loot is too high value to pass up which means it's essentially "free loot and XP". Even if we sealed the door when we just walk straight through and gain the XP, we'd still be missing a lot of loot.
The loot can also be given automatically. There could even just be a dual dialog at the entrance, where the characters decide whether they should go through quickly and get back to their main objective or take their time and explore, and the quick option places the character immediately back outside with all the experience and 75% of the loot they could have gotten by exploring.
Originally Posted by eRe4s3r
The reason I mentioned the level up process is because it's unintuitive as Level up is clearly visible on char-icon, but you can't click on char icons to get to the level up screen.
Left clicking a portrait selects a character, right clicking opens their inventory window. There are also buttons under the portraits for the inventory and skill windows.