Yes, http://www.shikadi.net/keenwiki/Keen_1_Levels says the "teddy bear maze" is the secret level and that the yellow door never existed.

Not sure if a mistake or red herring; probably the former but in a more tortuous level layout it would be kind of funny/cruel to make people work to get the green key to get the yellow key to get nowhere extra at all...

Thanks to khedoros1 for linking to the wiki, which has lots of good stuff on (and also lets you look at the level maps while the originally linked site is down): https://news.ycombinator.com/item?id=14656926