Is the A330F main deck cargo compartment pressurized? If not, what is the purpose of the structural cargo access door?
You're correct- for cargo aircraft derived from passenger planes, the cabin is pressurized. This reduces the complexity and certification requirements. Also, this allows for easy conversion too. The thick door may be due to two reasons:


To improve load carrying/transferring capacity- airbus talks about 


  ... the aircraft’s reinforced fuselage and doors, which increase shear and bending/running loads..


also, the thick door will help protecting the crew should the cargo move forward in flight.
To act like an airtight seal between the cabin and cockpit, so that it prevents smoke ingress into cockpit and to enable the crew to extinguish fire. FAA Class E (for cargo aircraft) requires isoaltion between the cargo compartment and cockpit.


Another thing to note is that even a number of military 'cargo' aircraft have pressurized cabins (An-124, I think is among  exceptions), as they are also used in Medivac and causality evacuation roles- these require the cabin pressure to be set higher than normal.