If I had to guess, I'd say that it's a way of providing some level of protection while you're still on your way to the truly safe space. That is, if there's an explosion while everyone is still sprinting down the final hallway, the rubber walls could turn make things a little less bad. (Heck, if there were multiple explosions, the rubber might be enough to let you recover in time to get to your seat in the vault before the whole thing goes up.)