There's no definitive evidence that Madeleine was abducted. The story relies heavily on the testimony of her parents. Therefore any investigation worth it's salt needs to assess the reliability of her parent's evidence in any way possible. If Gerry McCann didn't see an open bedroom door perhaps he didn't see an open window and shutters either.
The problem with your assumption is that Gerry indisputably did see an open bedroom door. Only in retrospect did the full significance of that hit him.
Snip ... he noted that the children's bedroom door was not ajar as he had left it but half-way open, which he thought strange, having then put together the thought of MADELEINE having got up to go to sleep in his bedroom so as to avoid the noise produced [created] by her siblings. In this way he entered the children's bedroom and established visual contact with each of them, checking and is certain of this, that the three were sleeping deeply. He left the children's bedroom returning to place the door how he had already previously described, [then] going to the bathroom. Everything else was normal, the blinds, curtains and windows closed, very dark, there only being the light that came from the lounge.
http://www.mccannpjfiles.co.uk/PJ/GERRY-MCCANN-10MAY.htm