Timo said:
...Or then they decided the shaft would be lined with the same material as the door, so the door would actually be the weakest point (although it later turned out this wasn't the case).
Except that it was all an illusion. The whole thing WAS sheared off. Had they fired at the side the Talosians would doubtless have created the illusion that they couldn't blast through that, either.
Which begs the question of why the Talosians allowed them to fire at their entrance in the first place. They could just as easily have made them point off in some random direction and saved their door.