Jesus has to keys to open and close doors (Revelation 3:7-8).
That could be a door of mission, but the next chapter of the book shows an open door. It doesn’t stand between church and world but between heaven and earth (4:1).
The door Jesus opens to the church in Philadelphia is a door into the sky, a door into vision, a door that gives them a glimpse of the church’s future. That’s the door that cannot be shut.
If they listen to what the Spirit says, they will, like John, find themselves in the Spirit on the other side of that door, in the throne room of God.