At work, we have what is basically a gigantic walk-in refrigerator, because a lot of supplies are kept at 4 degrees Celsius, and a lot of protein work needs to be done in the cold. Obviously, the doors to these fridges are pretty hefty, and just as obviously, if you get stuck in one of the fridges for a longish period of time (say, on a weekend when no one else is there to hear you pounding on the door), you could easily die of exposure. Hence, the axe.
I used to think that my fear of the cold room was irrational. Yeah, not so much.