I don't think so since the Capital of the Dead seems to work the same way as Purgatory, both seem to grant both the living and souls the ability to interact with one another within their dimension, like in Bleach.
The Sins were able to interact with Guila's soul, while she was in a deathlike state, in the Capitol of the Dead.
Ban was able to interact with Meliodas's soul/emotions, while his body was slowly getting possessed by Donkey Kong, in Purgatory.
Have any of the Sins, other than Meliodas (Because Demon Hurr Durr), shown to interact with souls while in the regular world?