A lighter object can be set into vibration with larger amplitude than a heavier object by the same impulse. This is the reason why objects with high density (e.g. bricks or concrete) are more effective in the shielding of sound. Concrete-built houses are thus more sound-proof than wooden houses.
Doors made from a solid piece of wood definitely have higher densities. To set such doors into vibrations needs a larger pressure from the sound waves, and hence could shield off sounds more effectively.