I believe the reason there is no 20 door is because the game was never made to be played offline like the original Yserbius or Twinion.
In the original boxed version of Shadows of Yeserbius, you could build your character to 20 off line, but if you went beyond 20 offline, you could not play him online again. Level 20 was a milestone that defined the character.
It has been a while, but I think that is probably the reason.