Heen usually gives a sense of direction (away from/towards something) and should in this case be seen as part of the door (door·heen), to stress you go completely through the people (and out the other side) instead of just wondering around through the crowd. For example also over·heen = to go completely over something.
In Dutch such prepositions, verbs etc. consisting of multiple parts are often split and put in different places in the sentence to confuse learners of the language some more ;-)
I tried "I pass through the people", after having become increasingly disturbed by this lesson and the mistakes it was generating and - after reading the comment from Rutger_W below - I think I've hit on the correct translation of this sentence into English but I didn't have the guts to report it !!!
That doesn't make much sense and then it would be " I go away because of the people", the heen would be part of heen·gaan which isn't used a lot and more commonly in the meaning of to die. door is used mainly at the beginning of a sentence and for simple cause-effect relations. Otherwise vanwege would probably be better...