Hmm, idk. Maybe they briefly exit the castle

Maybe a mistake.

A movie fumble most likely

Its obviously not a mistake. You can’t do an effects shot like that without doing everything intentionally. I think we are meant to assume that the passage in Myrtle’s bathroom takes you down to the sewers and not to the Chamber itself. The entrance to the Chamber is the round door with the snakes that slither around it. Myrtle’s bathroom would be the fastest way to get there from the castle, but there would be other ways to get down to the sewers.

The movie likely did it for aesthetic reasons but LEGO Dimensions does show that the Chamber empties out into the Black Lake. In the game, the Lake is frozen and you can find that cavern shown in your picture, that leads down into the Chamber of Secrets.

Shame Albus and Scorpius didn't know about that and had to flush themselves down a toilet to get into the lake instead.