Just beware: The connecting door once "unlocked" remains unlocked at all times. You have no option to lock the door for privacy at any time. Of course, you can shut the door, but that is only as good as the people on the other side allow it to be.
You might get to know them better than you wish.
You can try to get a key from the room stewart, but it is a "master key" which I don't think they will let you have.
We've had "connecting rooms" twice. Didn't feel secure or comfortable either time. Will
NEVER do it again. In fact, we make sure there is NO CONNECTING door in the stateroom at all.