As for what the risks of talking to the entities are, what if they can corrupt a host that opens up to them? What if they can possess Blake? What if they can make her sick, or alter her mind, or steal her mana? What if they can manifest in reality and start doing horrible things?
Blake, again, has no reason to even suspect such a thing as "opening the door to possession" is a thing.
To my knowledge such things don't even exist in Fairy Tale anyhow, and even if it did it certainly wouldn't be restricted to demons.
The thing you're not getting here, furthermore, is that
it can already talk to her whenever it wants to. That means that it can already intrude upon her mind at will, without any invitation. Which in turn means that
if mental domination is in that skillset it could likely already do so. We've already seen that things like Charm spells can bypass what little defenses Blake has, and a "disembodied voice in your head that asks you to pray to it" is almost certainly better with mental magic than random slob drunk Wizard.
"What if they can manifest in reality and start doing horrible things?" -- Well, what if they can? What if what sets them off in doing so is
not talking to them?
You've got this very strong idea of what this being is, and your entire justification for it is that it's intruding in her thoughts and is Black.
You're assuming that it is therefore evil, Satanic-themed, and requires permission to devour Blake's soul.
You have yet to show any reason for those assumptions to be more valid than the myriad other possibilities, including their own opposition: and furthermore you've yet to show any reason why
Blake would think that way about it, since she has zero cultural context for such, and has never been anywhere that does. (Because, again, Demons in Fairy Tale are physical, mortal, beings. People. People who are no more likely than any other magic using person to have mind or soul magics.)