Usually such doors are just info panels that tell you they lead to nothing - but this door is an ACTUAL door. It's not inconceivable that this is one of the remnants of cut content, i.e. something was supposed to be done with it during development, but it ended up not making it for the final game.
Maybe some modder could expand on this. "Shadows of the Empty Storage Area: 1 new location, 300 enemies, 50 new items and 5 new NPCs with their own quests! High level party recommended."
In reality the room is Waukeen's prison cell, where Graz'zt put her during the Time of Troubles. Now that the Planar Sphere is back on the prime, Graz'zt has lost his prisoner and the Goddess of Coin is free once more. All thanks to Lavok! Not such a bad guy after all.
The reason why Waukeen doesn't get back to goddessing right away, is that she can't get a hold of Lliira, who has her divine portfolio under care.
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Just kidding, it's just a useless room which can be seen through with the spell farsight.
The reason why Waukeen doesn't get back to goddessing right away, is that she can't get a hold of Lliira, who has her divine portfolio under care.
"There's nothing more frightening than an unopened door"