Scott, I'm not even sure if it really works - but I have no indication to the contrary, either.
I consider that square tubing an "extension" of the forge body.
When welding up and drawing out damascus billets, I pass the bar through the main body and into that tube, and I feel it retains some of its acquired heat a little longer, rather than cooling off by sticking out into the room air on the other side, if it was simply an un-obstructed opening.
I have a bolted door on the end of the tubing if the bar becomes too long and must be passed on through, but I keep it closed nearly all of the time.
I also have a feeling I can use less fuel and keep the forge hotter if I'm not losing heat out the back door.
So, I have one on each forge.
We hear lots of things in the knife making world, and once I heard an explanation of a process that I might use here, "It won't hurt anything, and it might help!".