It's likely in the door closing experiment, that you heard little change in the sound level until the door was almost closed, and then there was a sudden drop as it was completely closed. Any air space in a barrier is likely to reduce its effectiveness at shutting out sound.

Likewise, most people report no change in sound as to whether their hair is covering their ears or not. In some ways, this is more remarkable, as the hair is definitely a visual barrier, but at the molecular level of sound waves, there still is a lot of air space between the hairs.