>>279903966
They don't really have a choice about it as long as Yoru exists.
To Asa, Denji would've been just some asshole scamming bums if it wasn't for Yoru's constant threats forcing her to go after him. And later, Shigga joined in to guilt-trip her as well, about Denji saving her.
Asa needs to get rid of those factors in order to truly have a choice on the matter, Shigga already almost fed Asa to devils because she wasn't pleased with Asa's progress with Denji. And Yoru will continue to flip out if Asa tries to avoid the Chainsaw man.
As much as people hated Denji's advice to Asa, it was the only right advice for the situation. Get rid of Death, and then worry about Yoru.