Imagine a situation where a pack of lings makes it into the base and Protoss doesn't have the energy for recall nor super battery. In this situation the Probes are basically hopeless. However if there was a cellar under every Nexus, the Probes could hide there and pretend nobody's home while waiting for reinforcements. This way Protoss army could safely pressure the opponent without worrying too much about the workers at home. I also think that would eliminate the need for a "door" which would be pretty bad design-wise.
What do you think guys? Does Protoss need a cellar?