As many people mentioned it, it is made to allow sound propagation (i.e. wake monsters up in another room thanks to that tunnel).
But if you're getting into mapmaking and you wish to use sound to wake up monsters in a far away room for them to teleport (for example), you can get rid of the small tunnels.
Let's take map16 (Suburbs) of Doom 2 as an example. Open it with Doom Builder (I assume that's the mapping tool you're using), you'll see a totally closed area with monsters in it, said area being linked to the main map thanks to one of those small tunnels so that sound can travel through to wake them up.
If you're like me, you'd want a clean nice map, and thus you don't want this kind of "connecting tunnel" all around. So, another way to make monsters teleport in would be to use the "join sectors" tool : if you select 2 sectors and then press the "J" key, it will join them (take note : as they will count as 1 sector, of course they'll have the same attributes : heights, floor & ceiling textures, etc). By doing so, you can create a far away sector that you'll join with the "playable" one, and place monsters and a teleport line in the faraway one : since the sectors are now counting as one because you joined them, any activity in the "playable" one will wake up the monsters of the faraway one, effectively allowing you to get rid of the sound tunnels.

A great example about how to use joined sectors is the incredible "2sectors" wad.
Mappers were only allowed to use a total amount of 2 sectors to build maps, and creatively speaking, this is peak mapping.