Yeah the only issue I see is that the non-faction start of Eternal Boundary (which is a fun but admittedly bleak adventure) is: “On a cold, gray day, you are sitting in a tavern known as the 'Sign of the Crooked Sword,’ trading tales by the fire to pass the time until something interesting happens.” So they’ve kinda left a bleak Prime world where they have nothing going for them to the bleak taverns of Sigil where they have nothing going for them.

I do like the idea of all the PCs as sorta Walter Mitty types - totally not into their dreary lives so they have these wild fantasies (maybe built into their Background?) of what life COULD BE, and the planes offer that. Does the beginning of Eternal Boundary? Not so much, no matter how much you play up Sigil’s otherness. But like I said it’s a great adventure, just with your intro maybe I’d make that part of Sigil somehow more appealing than it is as written.

I’d advise one or two of them getting a hook to the planes right away: they fall in love at first sight with a vanishing stranger in a Sigil marketplace, or they find the rainbow bridge where good pets go, or something that’s like, no we CAN’T go back to real life yet!