In most cases, they did shovel it out the door!
If the customer received grain regularly, they'd have a pit with a conveyor in the bottom. If not, they used a portable conveyor, usually with a sheet metal pan, and transferred the grain to a wagon or truck. The pan would be under the door, as much of the grain fell out when the grain door was removed.
Those doors were sectional, and would be removed, one piece at a time, from the top down. The entire load didn't come out at once.