>>23567539
Dreams can be pretty large. Baku has been needing to ride the motorcycle in a lot of cases, they aren't closed rooms. If Baku didn't know that the actual fear was her fear of heights and that it was specifically related to the plane ride planned for her honeymoon he wouldn't have known to rush to the plane and by the time he got there it was already attacked, if he was any slower due to not knowing exactly where he had to go it would have crashed.
The Bomber only made direct contact with Fujimi after fulfilling the bad dream, so even if you ID the dreamer that may not be enough to run into the Nightmare.
The dream is specifically about someone's wedding and a childhood friend of the bride who she recognizes showed up. He knows that the Nightmare is related to someone who would be close enough to the wedding that it is related to their deepest fear, which you can reasonably narrow down to the bride, the groom, or the childhood friend. Initially he even theorizes that Ippei was an enemy of the groom's political faction and it being a big event of the dream decided to investigate, only thinking he was the dreamer after confirming IRL that the upcoming wedding was making him anxious. But the thing is that he hasn't been discounting the possibility that his impressions are wrong which is why he changed his impression with regards to new info.
As far as the episodes go the idea of investigating isn't causing problems and it's already shown that it is useful in resolving the case. It's just a case of whether you'd rather be proactive to find the Nightmare and its goals or just sit around hoping it shows up and only focus on fighting it, what exactly do you gain by not investigating?