The sound wave is a pressure wave in the air, a mechanical vibration. If you have two rooms separated by a wall or door, there is little or no air passage through which the sound can propagate.
Instead, the wall itself have to absorb and re-emit the mechanical vibration on the other side. Since doors and walls are massive objects, they are resonating on lower frequencies.
The high frequency sound cannot pass through the doors since it is able to make only small particles vibrating (or just surface of the door), hence the wave is not completely absorbed and rather reflected back.
The bass sound wavelenghts are about feet long (the range is quite large depending how you define "bass"), which roughly matches the size of such large objects like walls and doors.
Of course, waves with even larger wavelengths are unable to make objects of this size resonate and hence doors behave like a band-pass filter (as Dilip Sarwate noted).