The Sealed Gate

My theory (even though it goes a bit strange with the quest's text):

The players enter the Blackrock City through a cave opening in a slave mine.
That is definitely NOT the official entrance used by the Blackrock dwarves (and elemental/giant allies).

The way all those elite patrols are put between the two gigantic gates (one with the giant boss in front) definitely looks like that "highway" is the main path into the city.
Similar to how Ironforge has guards paired down the main hall where you enter the city.

To me the gigantic gate guarded by the giant boss is probably an official way into Blackrock City.
Similar to how Ironforge is entered through a gigantic gate - not some small hole in a mining tunnel.

While the goblin NPC does seem mystified by the gate, i think that gate is nothing more than one of the gates between Blackrock City and the official exit to the surface world.

Short answer, you don't open it. The shadowforge gate at the other end of the hall opens, but the one Bael'gar is guarding doesn't. I'd love to see another half of BRD. Maybe in another expansion they'll open it up like they did with Blackrock Caverns and Blackwing Descent.

sadly we dont get to find out whats behind the door :/