That would be a way to get an opening roughly based on the radius of curvature of the wall. I don't think JPP actually removes the opposite wall face in such a case. You may have to extrude right through the wall with JPP, then perform an "intersect faces" to cut out the wall and remove what you don't need. This would work fine for an opening where there is in fact no door.
I have designed (at least one!) door to go in a curved wall.The door opening (jambs) was not in fact angled on the radius of the curve. The side jambs were straight, parallel, aligned to a radial line at the center of the door. Otherwise there would have been a lot of issues in construction. (We didn't have a curved door.) In this case I would create a rectangle apart from the curve and push-pull it through the wall, then perform "intersect faces" etc.