Have you obtained the Golden and Heroes Keys yet? You can earn one key each from the Ice, Forest, and Flame levels. To obtain the Golden Keys, you need to complete a stage with at least 3,000 Rupees, while I believe the Heroes Keys are obtained by finishing a level with 5,000 Rupees. But, you can only earn them in the order of Silver, Golden, and then Heroes. If you don't have another set of keys, you'll have no choice but to go through the only available door. Since you failed to mention that you had these keys, this could very well be the problem if you do not have them. If you don't have these keys, then no, it's not a glitch with your game. Also, before you can earn the Heroes Keys, you'll have to defeat Vaati after obtaining the Golden Keys.