The doors are meant metaphorically, but I do think it is an emotional thing as well as intellectual.
Oh, the deeper I spin
Oh, the hunter will sin for your ivory skin
This is just pure desire. :p
Took a drive in the dirty rain
To a place where the wind calls your name
Under the trees the river laughing at you and me
It's dirty rain, something emotionally bad. He hears her name whispered in the wind once he gets away from everything, feels like nature itself is laughing at how they turned out.
Hallelujah, heavens wide rows
The doors you open
I just can't close
I agree you gain a lot in perception, and that is part of it, but I think is more doors of love/bliss/pleasure etc that he can't close. Right after this is the whole don't turn around bit, but even as he wants her to just go and not turn back, he is yearning for it. The way the last "come on now love, don't you look back" is nearly screamed out? Plus some live shows, like the first night, where he goes on this extended bridge thing about sweetest love, hold on, etc.