I know I'm reviving a thread here, but I don't think this ruling is correct. I will refer you to the card "Dimensional Shift" in the revised, Atlas printing of the game:
Relocate target unoccupied dungeon Map card to any legal location; you may also rotate it.Whose peril would you spend to play this card? Since there is no hero on the space, you must be targeting the card and not the hero.
From the 2.3 rules:
Peril cards that do not target a specific opponent’s hero may use anyone’s Peril except your own.So it looks like you would use any one opponent's peril to play this card.
Compare this with "Plane Shifted":
Relocate target occupied dungeon Map card to any legal location; you may also rotate it.
Since the wording is so similar on these cards, I assume that they would behave similarly - they target rooms, not heroes, and so you may use anybody's peril to play them.