I see two possibilities. He needs the main door covered most of the time. The metal piece is flimsy and light. On a windy day, it needs to be secured. Maybe the chains drop down to cover / secure the door cover. The second possibility, depending on how far the chains "go around?" ..... is to guard against a failure, or small collapse from the tremendous expansion that must take place in the kiln that exceeds 2000 degrees. Maybe the chains are a backup to "hold everything together. He is using regular bricks, not firebricks it seems.