That door puzzled me too. I could never figure out how to open it (or how to get to it) but then I didn't seem to need it.
I had this problem too. Apparently someone on EA left this part a bit unfinished, as even on using cheats to enter build mode and check, I found that the door has no links or linked behavior, or whatever. It's just locked. So I unlocked it, and inspected the wall hole in the room (the only thing of interest in there) and I think I got some food and/or gems. Not anything important.
And talking about temple of heaven, you know there's another locked door, to a room you can easily enter through the door on the other side (I believe it's somewhere in the beginning of the tomb), I think there were just piles of ancient coins there, nothing more. But I used testingcheats to see if the door was supposed to have any links or behavior, but it was just locked, too.
Yeah, someone left the tomb a bit unfinished.