Agree with the others, sometimes choosing not to use detailed backgrounds in some panels is a good artistic choice!
This is one of those things where I feel like there's not one correct answer for it; it depends on what's going on and what sort of effect you want!
So for this page, if you go straight from "shot of them approaching the building" to "shot of them in the building, approaching [important thing]," then what you're communicating is that nothing in between was interesting or important to your characters. This is routine, like having a guy drive up to the office and cutting to him in his cubicle; we're not missing any information. It's potentially a way to show that entering the building and exploring it wasn't significant to these characters; it doesn't matter what your character thinks about the building so you don't bother to show it.
By contrast, if you cut from "shot of the strange building in the distance", to "characters nervously entering the doorway" to "characters sneaking down the hall and shining flashlight into the rooms," then you're establishing how the characters feel about this place, and also showing us something about the characters. Or like, if the guy is really pumped and excited about going inside and his little critter friend is wary and unsure, you could easily show that as they walk through the doorway and it says something about their relationship.
I think it's generally a good idea to consider having SOME kind of transition from scene to scene - depending on how much we can be expected to assume. If you have a character walk into an airport, we're not going to get confused if we cut to them on an airplane. But if you saw Aladdin looking at that Cave-of-Wonders-Lion-Head in the sand, and then cut to him walking around piles of treasure, you'd have some questions. You wouldn't be LOST -- you could figure out "oh, I guess he's inside that lion head looking at treasure now" -- but it would FEEL like the story had skipped ahead because this isn't a normal building or a normal circumstance and we want to know what it feels like to walk inside.
I agree with you -- adding fluff panels that don't add anything to the story is a bad idea. But a panel of characters walking through the doorway can tell us a lot if you're thinking about it as a chance to reveal character rather than a necessary transition from point A to point B. So it could go either way!