One time when this happened to me--at CLT--I did go to the gate, after running through the terminal. The GA said the flight was closed, and directed me to customer service. I called while I walked over there and waited in line. The first thing the agent on the phone asked me was, "did you ask the gate agent to open the door for you?"
At least there, the gate agent didn't want to be bothered with helping with anything else.