Choices are interesting when you have some idea of possible outcomes of those choices. If there is no way to deduce consequences from a choice, it's essentially just picking a random outcome, which is not really a meaningful choice at all. Your example of seeing two doors and having to pick one is a great example - if it's really just two identical doors, I have absolutely no preference or reason to pick one over the other. To make the choice meaningful, it's best to give your players some hints about what might happen next.
You enter the room and see two doors. The one on the left is bloodstained, and behind it you hear the faint echoes of bloodcurdling screams. The one on the right has a welcome mat, and the smell of fresh-baked cookies wafts from the rooms beyond. Which do you choose?
If there is no meaningful way to link consequences to actions, player actions feel meaningless, since the world just "happens" to them no matter what they do.
See also: How can I help my players make meaningful choice during dungeon navigation?