Can he/she see the terrain? 2 additional significant questions for the Captain:
1) Has he/she studied the chart so as to know where the cumulo-granitus is that causes the '3000' MSA? IE can you complete flap retraction and get above it before you hit it?
2) Does he/she have a 'plan' if an engine goes?
As 'none' says, assuming satisfactory answers to the necessary commonsense questions, yes, of course.
I've taken many many 'directs' in my time, all reviewed, discussed and 'thought through'.
We are also, of course, assuming that 'straight ahead till 3000ft' is safe? You have not said. One hopes the Captain knew!