The doors in these mansions all automatically swing shut, so they are always closed. That's just how it is.
There is one thing from the latest expansion that can allow you to attack through doors, though... I think it was the Poison Gas Spell, which is a melee combat spell that has an ability allowing it to directly affect an adjacent space. The space on the other side of the door is adjacent, so that Spell's attack will work through a door, even though the space is not within range.