I'm socially awkward and I still don't have problems having a closed door conversation with a member of the opposite sex. Are you just going to pass on interviewing women because that puts the two of you in a room?
Maybe it would be different if I was the CEO hiring for an executive position, and then I would make an exception. But for white boarding? Even if it were 1 on 1, I don't understand the need to have the door shut.
Privacy makes me uncomfortable anytime in a work environment. I like my home life private, but I'm fine having my work place conversations overheard by others.
Everything else is just being professional.
People might've known me as a weirdo who stuttered or referred to Star Trek too much, but no one would ever think of me as inappropriate, simply because I never was, not even close.
Alone in a room with Putin/Duterte in their homefields, and God knows to what you'd agree. If they coerce you, you might not be believed and, besides, they could have you killed.
Never walk into a room, alone with a dictator.
Or, if you're an 18yo store clerk for American Apparel, never do so w/ the CEO of your company.
And it's unethical to ask a subordinate to expose themselves by joining you, the authority, in such a situation.
... extenuating circumstances aside.