If you ever look at how old wood-fired blacksmith forges were built, you'll notice a lot of similarity between that and a stove with an open ash pan door. But unlike a forge, a stove can suffer from warping and cracking due to the concentration of localized heat created one small area of an otherwise cooler stove.
The two most common reasons folks find themselves wanting to open their ash pan door are:
1. Overwhelmingly, trying to burn wood that is not properly dried. Many of us have been there / done that, when we were starting. Resist the temptation!
2. Poor chimney draft due to warm outside weather. But if your wood is dry, simply starting the fire with the loading door (not ash pan door) ajar should provide sufficient draft to get things caught within 2 - 4 minutes. After it's caught, the chimney will quickly warm, and you can close the loading door. Of course, never walk away from a stove with loading door ajar, even for a minute. It's too easy to get distracted by the dog, kids, phone... whatever, and come back to a severely-overfired stove after just a short time.