I think the bunker runs under the entire town and forms a series of catacomb-like connections to multiple other buildings, including the Holiday mansion, the church, and the library. There's that same slowed down smile.wav playing in Noelle's basement and outside the bunker, so this could explain a lot of things, such as how the Knight is able to quickly move around Hometown in broad daylight without being noticed. The closets in the church and library, which Kris can't go into, are entrances to the network. It makes sense that Kris wouldn't want to go in them while the Knight was still hiding in there, but if they're just ordinary dead-end rooms, why are they being hidden from us? We don't get to see what's in either of them at any point in the game. Of course, you'd probably need the same bunker key to actually get into these tunnels, but we might at least see a keypad if we went into the closets. Could be another reason why Kris refuses to go inside.