Honestly, I don't think he cared. Or even thought about it, for that matter. He was so struck with grief that all he cared about was getting her back.
From what I remember about his character before he met Saria, he was talented, but aimless. And rather socially inept. He wanted action, and I could definitely see him living his life just to find a sense of purpose. Now take a person like that, being told he has all this power, give him a wife and unborn child, then take them away and tell him there's nothing he can do. He'd lose his mind. Knowing Trace at that point, all he had was Nora and Saria, and by extension, Rose. There was no way for him to properly grieve his loss, so he compensated in the only ways he knew how: Vengeance against those he sees as enemies (anger), and trying to bring her back by any means necessary (denial). He never got past that.
My interpretation is that he was so focused with tunnel vision, that he didn't stop to consider the consequences, only the end result. And even if he was told, I highly doubt any such warning would get through to him. "Ends justify the means" and all that.
EDIT:
Don't know why this just hit me, but Detritus' face in that last panel made me laugh. He's just floating there like, "Huh? You just.. wait.. that.. That happened, right? Really?" Just pure disbelief.