In order to enter the Spirit Realm without being crippled by the atmosphere in there, Rex had to strengthen his soul. He tried adapting to the atmosphere but the process would take time, something that he didn't have.
Recalling that Succubi's souls are robust, he thought of asking Elder Tilrith for help.
Atop of being the Demon Queen, she's also the Sin of Lust's wielder as well as a Succubus.
If anyone knew about strengthening the soul, it should be her.
Of course, this was not a spontaneous decision, Rex thought about this deeply.
He even consulted with the System to see if there were other alternatives but because of the time constraint, most options, were eliminated. Soul strengthening—is not an easy process, it requires willpower and time—it can't be rushed.
Because of that, Rex could only turn to Elder Tilrith's help.
Other than her, he could ask the Shapeshifters but that wasn't an option.