He's sort of right, but he's not. The brand puts them on the borderline between the human world and the spirit world. In the Skull Knight's favorite metaphor, instead of a shadow on the river of fate, like most people, they're fish swimming in the river. If they try really hard, they can maybe go upstream.
But they're still in the river. They're still affected by causality. There's no reason to think that a behelit wouldn't work for them.