You can go through it South to North, but not the other way (North to South).
When attempting, it shows the "[E] Open", but it is greyed out. This suggests that there may be a quest involved to open it. Is this so, and what is it?
It's not really a big deal, I just encountered it when I first came south out of Eastmarch and was trying to get to Riften so I could activate the Wayshrine and thus have access to a bank and a place to sell without having to go back to Windhelm.
So now it just bugs me. I tried clearing the Delve, and tried just going from South -> North and back... but nope, as soon as you pass through, you are stuck on the northern side and have to go out and around to get back to Riften, or travel to the Wayshrine up by the Eastmarch border.
Suggestions?