Likely because they are technically "out" of the aetheryte area by function of being an entirely separate instance. So even if the location of the door is inside of a sanctuary area, such as Camp Dragonhead and Kugane, the room itself is not technically within that location.

Or at least, that would be my assumption. It's a little silly, but thinking of it from a technical standpoint, I suppose it'd make sense for that to be why.