The escape hatch in the Swan was not filled with concrete, as Jack, Kate, and Locke used to get inside with the aid of explosives.
Totally agree - I doubt the two bunkers are connected.
The escape hatch may play a part in a future episode if they ever find themselves back down there again.
I've been in a lot of bunkers of many different kinds and almost every bunker I have ever seen has an escape hatch.