Good point. Not even leaking under the door. It's hard to be sure, but the way it's set in the frame, it seems it might open away from our group. If there really is a room or corridor or complex filled with water on the other side, the pressure would hold the door closed (and improve the seal). If the door opens out into the space we are observing, that would be a very impressive engineering trick to hold that sort of pressure back and still not leak at all.
Another clue: the water squirting out of the keyhole is falling in a short arc very close to the door. If the water level was very high (like, the top of the door or higher), the pressure at the keyhole level would be higher and be expelling water through it for a greater distance. So, the water level on the other side is not all that much higher than the keyhole. Very rough estimate, maybe two feet (roughly Lily's head-level or Guen's hand-level for her torch hand) in panel 1? Even at three feet (above the flame of Guen's torch), you begin to develop very significant pressure on the water column.
This is an unusual and impressive door. Doesn't appear to be made from wood (smooth without grain). I want to know what's on the other side.
I agree with your estimation of the water level. The room behind the door can not be completely filled with water, unless there are some unusual forces in play.
Also noted: that is a Big Ass Door. Something rather large can pass through it without hindrance. Seems it might be Sealed? If it's made from lead, I usually consider that ominous. Hmmm. Same color as the door handle, which might suggest iron, yet no rust present. Interesting.