There have been tales of someone searching for a tomb of a pair of Skyrim's heroes. Graverobbing's hardly glamorous, but sometimes it does pay well. As such, the locals don't trust any mysterious magical strangers, asking strange questions about dead things and especially not when they buy a map for far too many septims. It never bodes well, when a mage goes poking around in a tomb. When someone capable of maybe protecting the dignity of the dead comes around, they are more than helpful to point him after her, in hopes that maybe their ancestors will be left to their rest.
And Ansilvund has clearly been disturbed. Its entrance has been dug out of the hill that it had been buried in, and there's a long cold campfire just outside of the ruined tower nearby. It looks like someone stayed here for a while, probably searching for this entrance, and then moved their camp inside once it was found. The door is, of course, unlocked.