Sounds like nosiness to me, if he thinks he's not allowed in somewhere he desparately wants in - you let him in and he sees that it's just the same old room with nothing new in and wanders off. I think the only way to combat it is to persevere with keeping the door closed and him on the other side of it - something I've not managed to do yet!
Riley is exactly the same - I shut the bedroom door this afternoon to change the bed and the yowling began, a really loud disturbed yowl, in the end I had to open it and let him in as Lucas was inside the room and after all the upset yesterday I didn't want him upset anymore than he already was!
Tell him he's missed a bit by the way