What's the point of an "Open door policy"?

So recently I've used my commands "Open door policy" to ask a few questions of the more senior people at the command (Department head and above) about unclear policy or lack of understanding of expectations by walking in and asking for a few minutes of their respective time. This went well for the most part and I got the answers I was looking for not that they were necessary the answers I wanted thats fine I have no problem with being told things I dont want to necessarily hear. After that conversation the respective person goes and talks to my chain of command below them also in my mind perfectly reasonable. After this someone below them will get offended I didn't tell them I was going to go talk to said person and say im "jumping the chain of command" and while this is true and by definition that is what I did I also was just trying to utilize the policy put in place by my command for talking to these people who dictate so many parts of our lives but have little to no face time with us. For context on every occasion I did talk to my cheif first and he didn't have an answer or I wasn't getting anywhere with him im genuinely afraid to talk to my EDMC because he has a history to talking down to people even if not intentionally and if you dont have the same opinion as him you're wrong and he'll sit there and tell you that and why he thinks that for over an hour not letting you get any words in. So I went above him as well thinking this is the logical next step. Im just confused as to the point of being told there is a policy and to use it if you have any issues but then being reprimanded and told you'll recieve a counseling chit if you do this again it makes absolutely no sense to me