The doors are gone... true. But what about the hole in the side of the building he flys out of. I don't think we've addressed that... have we? And also, it could just be a mistake. Remember back in M1, the CG Movie of the bomb in the lobby? The pillars are back to normal, where as when they entered the elevator they were ****ed up!
The room with the dissappearing doors, is in the building, remember they had to go through the backdoor to get there because there were no elevators or stairs that reached that high. He was in the building when he used the key, but we didnt see any windows, possibly they were hidden by walls or other doors...
Burlymans nice stills show that the doors are NOT missing.
First we see Neo, Keymaker and Morpheus waiting outside a door. The Keymaker opens it, and we enter one of the programmers corridors. At the end of it the Keymaker, after the fught with Smith, opens the second door (in the 324 window), and Neo and Morph enters.
That’s the room Burlyman has pictures off, where The Keymaker dies.
From there Morpheus can exit the Matrix and Neo enter the door to the Architects room. That room can only be reached by using the special key in a special time-interval. But no one says the corridor is the ONLY exit.