It’s a tough world out there for a cute animal, and Ryo should take every precaution. Dream-Eater would know after asking the brick and stone: Nila's portals are always safe, and this makes them advantageous. Dream-Eater (or Ryo?) could pay Nila the Sorority Leader to safely take Ryo to the other world in a watertight carrier. It shouldn’t take long, so there should be enough air. After that, he’s on his own, unless he’s brought someone with him.