You have the freedom to go.
However, if you are a dedicated Shi'i, and are going for reasons beyond casual attendance or academic interest (for instance, seeking long-term spiritual guidance or a sense of belonging), it is unlikely to yield a long-term benefit, because people can tell whether you are one of them or not, and at the end of the day, you will be either one of them or not and share their outlook or not. But it is natural for the seeker to want to look for wisdom in different places.
If you do go, it is good to approach it with a spirit of critical analysis, and sift out what is true, healthy, and founded from what is false, unhealthy, or baseless in what is being said (as well as how the teacher interacts with students and how the group interacts with each other). However this is good for all things, not just Sufi groups.
[Addendum: I agree that, in theory, one should be able to take what one needs spiritually solely through Twelver interpretations of Ahl al-Bayt (A).
However, the reality is that, in many places where Muslims are a minority, there is not much available to Shi'is. Even if there is a Shi'i mosque, it may not be serving the spiritual, educational, or social needs of the people there beyond a basic level. Or the programs may be in a language the person does not speak, etc. One of the main complaints I hear among adult Shi'is is that they feel like their communities do not offer scaffolding for spiritual development because most of the communities are focused on rituals and being cultural centers, and, for this reason, some Shi'is do explore other forms of spirituality or mysticism.
This is in addition to whatever other reasons someone might wish to explore elsewhere, apart from curiosity and the sense that the grass could be greener on the other side (although it usually isn't!).
At the end of the day, we are all Muslims; if you go to a Sunni Sufi class, you will learn more about the diversity and variety of approaches in the Islamic tradition. In my viewpoint, the main difference between Shi'ism and Sunnism is not about Abu Bakr or Umar or how to do wudu but rather worldview - underlying assumptions about the nature of Islam, approaches to religious law, free will, social ideals, etc, of course Sufis vary a lot in these things too, but picking up on the underlying differences is perhaps the most educational thing to do. Also, sometimes when we see a different viewpoint, we come to appreciate our own more!
I don't believe that there is a merit to preserving one's faith only through isolation or ignorance by not exposing one's self to other views. If one's faith can't stand up to the knowledge that there are other approaches, then it doesn't sound like a very strong faith. However, if one is unfamiliar with the foundations of one's religious views, it's good to be solid in them before exploring something different, otherwise you won't be able to compare fairly. For instance, a Muslim came to me once with many criticisms of the Qur'an they read online, however they had never actually read the Qur'an! This is just taking someone's propaganda because one does not know about one's own religion. However if some has a reasonable knowledge of their own faith, it can be rewarding to explore other interpretations of faith and religion, whether they be from other Muslims or other faiths. We are all human beings sharing the same soul and the same general trajectory throughout life to the next life and so there are bound to be some commonalities even if there are also differences. ]