I have never once reviewed military doctrine that elevated the use of a locked door to a military tactic either which it seems this discussion after a brief read is implying, not sure if anyone really is making that case either.
The primary issue with the concept of Azmodan Military prowess is the fact that there simply was not room in the game to explore a true siege. Frankly, having a group of four players taking different sections in a "Helm's Deep" scenario would be a lot of fun, with the siege weapons and siege breaker demons showing up to handle every now and then. A timed sequence would have been welcome for me as it would have fleshed out Act 3 a bit more, especially if it ended up being a decent farming quest. What ended up of the siege was light some fires, help others raise the catapults. So the sense of awe of a siege is nearly completely lost. The story in and of itself has a lot of room to be fleshed out and quite good, it was just executed so poorly it undermined it's own premise of the main antagonist of Act 3.
Azmodan telling you he broke in underneath the keep was no necessary at all, a guard could have come running and informed you that demons have breached the base, you must hurry and accomplished the same thing and Azmodam would have been less obnoxious.