Now that I've read more about it (thanks to WebSleuths!) we should probably have one of those things on our house... and now that you say that, I've seen something similar on auto shops. Mostly on the roof, but I can imagine one being on the door, especially at a house instead of a shop.
Question: I know AS was into racing, or his dad was anyway and AS also drove. I'm a little confused on how whether his Dad was still in the scene when this house was purchased though. Does anyone know? If he was, it could explain getting a house with a car exhaust thing. or installing one later.
All IMO, all speculation and wondering...
ETA: my husband's heavily into cars/engines, and where we live in CA we think "it's freezing, get a jacket!" if it's under 50 degrees, so I'll fully admit we're kinda wimps, but he's loved in when he worked at shops with the exhaust things because he knows the doors will be closed and it'll be warm.