I think that the answer to this question is that sometimes things are done the way they are because films, TV shows, and plays, aren't necessarily 100% accurate representations of how things work in real life. There are union rules, and ease of production that factor into how things are done. Union rules about people speaking are why you get scenes where some extra interacts with a lead actor silently when in real life they would say something, even if it's just a simple yes or no, or even just a grunt. And for the whole "give us the room" thing, it's probably because it's easier to film the extras leaving the set than the other way around, you don't have to change the lighting and the camera setups, and most likely there isn't a set built of the outside of the room they're in. So by having the extras leave, it saves both time and money.