Widespread ATM room designs are such that the machine faces the door which is less secure as compared to a situation wherein I face the door when using the ATM.
An "ATM room" is more meant to give to the customer a feeling of security than actual security. For a bank, "security" means "security of the bank" so it will want to protect the really valuable thing (in the eyes of the bank), and that's the machine itself and its belly full of money. Therefore, bank ATM are normally integrated in the load-bearing wall of the building, and the money-filling operations take place on the other side of the wall, inside the building.
Such a thing would be harder if the ATM itself was located street-side. It would allow ruthless thieves to break the room window and grab the whole machine and its precious contents with an excavator. It has happened.