I've found that if you go into the Great Hall of the Hornburg in the "Before Dawn" instance, there is an open door in the far left (viewed from the entrance) corner of the room (i.e., left of the tapestry of Helm Hammerhand). Passing through this door ports you to a small observation deck at the very top of the fortress. Theoden is there (he is also outside the door to the Great Hall), and if you click on him he says a few inspirational lines but nothing else happens. The view from up there is pretty impressive, but apart from the photo op there doesn't seem to be a reason for this spot to exist. The door to this area is also open in the "After the Battle" instance, but you cannot pass through it (bump the warp gate and nothing happens).
Is this part of a quest I missed, or is it simply one of those places that exists "just because"?