Built-in planes? But how do we see the landscape outside the door? ... Do you mean that the black plane is placed in the world at the same time we place the door? I haven't seen one near the Whiterun gate...
About seeing inside, I've never noticed this, but... some cupboards have this effect. You open the door and you see the interior of the cupboard, just the interior, not the content.
Yes, it was my first idea, but this is only for rooms that are near each other, not separated by loading screens.
By the way, it's for the Beyond Skyrim project. The idea is showing the streets of Bruma when we leave a house.