Opening it would beat the purpose of it. It's not meant to be opened, it's meant to be make the owner mad by the futility of trying. Which I guess it's succeeding in doing, as people are still doing these weird experiments, and desperately looking for clues where there are non, diving to the bottom of the ocean. Lorewise it's just a box, meant to drive the "wielder" insane tickling his or her's curiosity until they cannot take it anymore.
In this case, Blizzard are the Old God's and most likely laughing their asses off by all the discussion surrounding the Puzzle box, trying to figure out the whispers, thinking they are clues and what not. It will never open, it leads nowhere, guaranteed. But keep going, that way it serves it's purpose