Doing a Google search I couldn’t find even one example of someone being attacked by an assailant coming through a connecting door. For one thing, if someone knocks on the connecting door you’re not going to open it, unlike the main door where an assailant might be posing as a staff member. Like plane crashes, it’s one of those things where the risk is so minuscule that you shouldn’t even give it a passing thought. Just make sure the door is locked and don’t worry about it.