That it illustrates the miraculous nature of the Incarnation of Jesus Christ. Just as someoe wonders how did He pass through the hymen of His mother not violating it, one wonders how did He pass through a bolted door. It does not prove anything, but it explains, and I am here to explain.
John 20:19 an “illustration” of Jesus’ birth? Let's see.
Before birth Jesus is in tightly closed up womb and then remaining flesh comes into the outside world as an infant. No indication in Scripture that the birth process was anything but normal.
Jesus is resurrected as a spirit (1 Cor. 15:45) and goes from the outside world into a room, a space with many others present and appears as a full grown person.
The second is recorded in John's gospel, part of God's inspired word.
The idea that Jesus was born passing “through the hymen of His mother not violating it” is the silliness from the Infancy Gospel of James, a fraudulent work.
So I ask ‘What does John 20:19 have to do with the birth of Jesus?’
Certainly with God all things are possible, as consistent with His word, but your Jn. 20:19 analogy would either have Jesus not in a human body of flesh and blood, taking on the glorified physical body of flesh and bones He after His resurrection, in order to pass thru His mothers hymen intact, which is not the kind of miracle Jesus did after taking on human flesh. He was then in one place at one time, and did not beam Himself around.
Having to use such a stretch does not help your case.