They Had Been Duped
It turns out that the water heater room, was in fact, a cover up. Clearly, whoever had designed the trick room wanted to pass it off as just a normal part of the house and keep everything inside hidden.
A Soundproofed Room
When they opened the door, they found a room that was completely cover in soundproofing tarp. The walls, ceiling, and floor were all covered in this tarp. They immediately began to panic. Surely this had something to do with criminal activity, and they were very alarmed.