Doors are for fools who want to explain what exactly they were doing that meant they were out in the middle of the night (trying to solve a murder, naturally), or who did not have the lightness skill to have other options. Windows were the gentleman's entrance.
Though this window seems to... not be working correctly. Which is not a problem he has encountered with windows before! Every other time, this one has lead into his rooms, and not a... foreign building?