Load Bearing Wisdom

The outlet is definitely a newer feature, you can see the plaster has been redone but not painted, so it's probably a red-herring. From the photo, the window looks a bit bodged in too, so it may not be an original feature.

This is a bit of wild speculation, but with the external cubby hole, the large platform-like steps and a small window, could it be that someone tried to build a small sauna room? The heater would go in the cubby as they're not allowed/don't want a traditional type setup, and the room would have been lined with the traditional sort of cladding, with vents to let the steam in. You could sit on the steps as normal, and have a washroom right outside. If it was later decommisioned, the cladding removed and redecorated and the heater taken out, you'd end up with something that looked like that.

Oh cool, Barbarian II coming up nicely.

Is that like a weird lil mattress? Maybe it was a storage room and a cat/dog's room

Are we sure the floor inside the cupboard doesn't lift up? Could this be where the sump pump pit is for the house, and the weird stairstep closet is the compromise to use the otherwise unusable space?

That would likely be where I'd keep security camera recording boxes and my home network router/switches/media server if I lived there and ran ethernet outlets to all the rooms.

It's a weird spot for an electrical outlet to, so I imagine whatever use it it for involves equipment or a device of some kind.

If the room the window leads to like a living room / sitting room? Could it be support for a projector of some kind for watching movies?

First shot had me thinking private prayer space, but i dunno about the rest.

I can't point to anything specifically, other than that the cupboard door and frame seems janky and recent, but I suspect an old wood or even coal powered furnace used to be housed there. The window may have been where a pipe may have been.

Winchester Mystery House