first off, it shows you're willing to wait for someone else, plus often times people have their hands full and appreciate it when people make it easier for them to get somwhere without the risk of dropping anything in ther hands.
Other than that it's realy like you said a polite gesture, probably dating way back to when doors were all made of heavy oak or metal.
Second, yes most people, or at least most people as poite as yourself with thank you in return, sometimes out loud, sometimes a kind of underbreathed mumble. Other than those who opening the door has realy helped opening a door for someone just as capable as doing so as you is a polite but usually empty gesture, so there are plety of people who don't bother with the appretiative response.

You probably weren't expecting someone to practicy write a novel in response to your question, but well, I'm bored.