We normally keep ours closed or open - not swinging free. But our floor plan is likely different than yours!
Are you sure your trailer is level (sorry for asking, but it is the first thing I thought about). That is, have you taken a carpenter level and checked? I assume so and that your door still swings due to poor installation and not due to being level.
A simpler option might be to put a door closing spring hinge on - it will tend to keep the door shut.
I'd imagine the dealer/factory won't be happy to rebuild a wall - I'm thinking that would be a huge amount of work....but maybe others on the forum that know much more about trailers than do I will have a better informed opinion!
Good luck!