Actually, probably not! Rooms with no visible exits contain a secret door. (S)earching has both a range and a chance of success, so you may need to move around the room and search for several turns before revealing it (you can hold down the S key for lengthier searches).
This has definitely been one of the bigger lessons for me watching players, because unless you’ve played older roguelikes, there really isn’t much to prompt you to keep searching after the first attempt fails. I’m already planning to make searching much more intuitive in my next project.
Thanks for the feedback — genuinely very helpful!