Concerns regarding Underverse & the questline

[Gilgamesh]

This just occurred to me recently, but...
Considering our nature as Primes (and the words spoken by Omni in his first big reveal), couldn't we just [spoiler]make a way out ourselves, given enough OM?[/spoiler]

1. Your character doesn't know that
2. Diablo was only able to do that cause he's one of the biggest and baddest Primes in the Omniverse

Edit: Also letting out people from the Underverse is a bad idea