She's very sure she's seen all the palace has to offer. Every nook and cranny, every hidden room and secret passageway. Shahrázád has been exploring and mapping the ways of her home for all of her life. Which is why the doorway that appeared on the north side of her bedroom is so surprising.
Obviously, it's magic. There's no question to that. The real question is... if she has the courage to open it. She's constantly warned against magic, it's unknowable and dangerous and exciting. All of which means it's forbidden to her.
So when she does open the door and promptly gets sucked into the open passageway and down and down and down into the darkness and the unknown, she knows she only has herself to blame.