The void isn't like a room we simply haven't entered, it's more like the equivalent to an empty space inside the walls of your home. It's there, but there are no passages leading to it. About 75-80% of the interior volume of the pyramids is solid stone as far as we know so it's much less like a modern building and more of a huge pile of stones that happens to have a few open spaces with passages leading to them.
Here's an article that includes an illustration showing just how solid they are as well as the recently discovered void and more info on how they found it using cosmic rays of all things: https://www.science.org/content/article/cosmic-rays-reveal-unknown-void-great-pyramid-giza