I think it's because in the case that the door which wasn't being held open was locked, it would be very embarrassing to try to open it and not succeed in front of the whole office, so in general people will go through the door that they already know to be unlocked (i.e. because someone else just opened it) just in case. Even when it's very obvious that both doors are unlocked, people still do it unconsciously, because it's learned from situations in which one was locked and they did try to walk through it and get embarrassed.