[...He can only sigh because he really doesn't think this will work. However, it's clear Denji can't be reasoned with, and if he has to deal with it the hard way, then so be it.]

No.

[Doesn't mean he won't give his honest opinion.]

But if somehow he did enter this world and was in the Farplane, or if these rifts somehow connect to other dead realms of other worlds, then there's no harm in trying. Just be careful to not be pulled in and watch out for any other spirits that may try to escape.