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I would guess the door they ran through leads to their living quarters and that the glass-walled enclosure is where they spend some time each day for visitors to see them. I saw it more as 'hey, this door's open, I'm going through it' rather than 'I can't bear it any more, escape or die!'
I bet they know the doors lead to the kitchen or some such. It looked more like "Hey! We can get in that place we're not usually allowed! Maybe we can grab some treats! Go go go!" to me.
I mean, I don't feel bad about locking my cat out of the living room where he'll just scratch the nice furniture. But it sure makes him anxious to get in there.