Konkordski, agree with you totally. Might be a bit more difficult to breach the cockpit door and force the crew to depressurize the cabin to enable any door to be opened, the loony threat is immediately evident; even if his only intent was to rob the women and rape the men.
The only "door" on a 737 that may be suitable for a midair exit by parachute would be the L41 access hatch.