They get out of that endless loop of small rooms with two doors and a secret hidden door and step into a cylindrical room decorated with plundered holy symbols and relics. The door opens onto a balcony raised about 10 feet from the base of the room. Its wooden railing is a similar pattern to a British courtroom's rail.
As soon as all four party members are in the room, the door behind slams shut, disappearing seamlessly into the wall. There doesn't appear to be any sort of exit, but there is a small elevated circle on the other end of the balcony.