Yea that's what I thought... though it's odd that there's a gate there. I wonder if you were supposed to be able to go down there but they forgot about it and left the gate?
So I turned off clipping and poked around down there and yeah that's just an area full of piping to provide atmosphere/for looks. The spider does appear to be supposed to spawn down there but there's nothing else down there (guess the spider was probably working on the piping). The gate with the bars does seem like the kind you can normally open but its not (probably should have chosen a more obvious non-openable door so people didn't think there was something in there.)
You're not missing out on anything by not going down there though so don't worry - no gear, loot, or anything except for that one spider. I think it was just a bad choice for that object - the unmoveable dwemer fencing/grating material would have worked better.