I think it's like a doorway into the afterlife. Sirius's body couldn't be recovered, because if anybody went in there they would die too. That's why I think Remus stopped Harry from running after Sirius, because he didn't want Harry to die too. Or you can use the simple explanation, and say it's a mystery! It is in the Department of
Mysteries after all

I assume Ministry wizards are still studying it, so nobody except J. K. Rowling knows!