Maybe they didn't want to waste the ammo and didn't think they would need to.
With that said, you bring up a good point. Probably would have been better to have the walkers behind a locked door. They knew there were some back there, but didn't know how many and didn't want to chance opening the door and getting overwhelmed.
All in all, a great episode. Loved the revolving door trap that they were in, with no way to escape without someone getting killed. Loved Eugene stepping up to the plate. Loved the Abraham scene at the construction site. I was surprised that the preacher turned against them, but it made sense in retrospect. Looking forward to watching conflicts within the group when Rick, Carol, Darryl try to convince everyone that they need to turn against Alexandria. Some will go along. Others will not want to.
So, what's up with killing off all the black characters on the show and making one into a traitor (priest) and one is going crazy (Sasha). I'm surprised that there hasn't been any criticism of how black characters are depicted on the show. I guess they still have Morgan, who should appear in 1 of the next 2 episodes, IMO. But, even he was depicted as being insane at one point.