That is what I was thinking myself.
In Avatar it is possible to enter the spirit world completely just not easily.
I think that it is possible to enter Shadesmar fully even though we have not seen anyone do it. I think this because of Jasnah repremanding Shallan, "Idiot girl!" Jasnah repeated. "You have no idea how dangerous that was. Visiting Shadesmar with only a single dim sphere? Idiot!"