I believe that, typically using a scroll of blink (or similar) to get into a key door unlocks the door, so one can leave? I had that not happen today. Seed 59523163390 (Swamp 1/4).
I think it should be consistent either way. I would prefer if the gates did not unlock just because you blinked over. Switches in the stair rooms make sense (due to pit traps and pits), but other than that either you unlock it/get there in time, or you better have a way out.