How very interesting. There are many reasons two buildings would be connected via an underground passage.

I once discovered a ruined library with something similar, and as it turned out, the owner that had passed on a hundred years in the past used it to rendezvous with a lover in secret, a noble woman who was forbidden from seeing him!

Of course, perhaps in the past the passage was used to escape in case of a raid of enemy armies... it connected to a safehouse.