Having the odd door here and there would still be better security than leaving it all wide open. Especially when the main concern behind illegal border crossing is drug trafficking. Fewer places they have to keep an eye out for.
Plus, there kinda has to be a way for legal border crossing to happen. Sure they missed the documents part of the story but the door is just as important. Maybe there's people on the other side of that door. And maybe they have said documents for the people to fill out.