Curious- what country? I didn't think there was anywhere that would actually make that illegal. Does that hold true everywhere, such as in industrial/manufacturing complexes, etc?
Rooms with no doors in large buildings are sometimes used as meeting rooms (since they aren't intended for permanent work). I have seen once a large room with just a few windows that were far away from most desks, I guess it was technically legal but would probably not pass should one of the employees sue (comfort is an important part of the law).
Apologies - but I don't have a written source - perhaps someone else can shed some light..