"What door?"

Doors with locks are often a metaphor for security.

In this case the “door” is this company’s API.

Considering the context of the original post what did you think my comment meant?

Their joke was that the security is so poor, it could even be conceived as a doorway they never put a door in. They were playing off your comment and agreeing by exaggerating further.

You’re right! Now I feel silly for missing the joke.