Ryoji's convinced that it's not safe- unfortunately, it has the exact opposite of the intended effect. Most normal people would take that as a sign to stay the hell aware, but he and Thanatos are both intrigued. They need to get to the Underworld, so anywhere that might have a Gate is appealing, and otherwise they both want to help the restless dead. If there is a ghost, they want to help.

"Wow..." he says, eyes wide as Tobias tells his story. He should probably not let on how very, very interested he is. "That does sound pretty scary... do you find places like that a lot?" If so, you're going to be his new best friend.