They are not your best friends. Please please please, approach them with caution.
Usually, no one is going to reject you because you used one -but- in most cases there is probably a better way to pitch the idea. Granted every agent and editor is different and rhetorical questions are a pet peeve for some.
*Question* When will it hurt me?
*Answer* When you do something dumb like this:
Dear Editor:
Imagine what it might be like to live in a closet beneath the stairs and be treated like a second rate citizen by your only family. What if all that changed and you were suddenly thrown into a fantastic world of witchcraft and oddities? What if you were the hero of this world? How would it change you? And what if, overnight, you learned that you had a powerful mortal enemy plotting your destruction?
These questions are thrown at our young hero in Harry Potter and the Sorcerer’s Stone, a 77k novel aimed at children 9+.
Obviously this is just a fictional example to show how a poorly constructed pitch can hurt what could be a great book.
A rhetorical question is a device that is meant to be used -sparingly-. The purpose of it is to pull the reader into a situation from the point-of-view of a character. But this is something that you need to accomplish in one or two sentences. When you string together a giant block of questions, you aren’t making any definite statements about the work. Worse, you are engaging the editor/agent’s reaction to the situation which may not necessarily be the same as your character.
Remember what it is that you are trying to sell: an idea. When you have such little space to communicate the worth of your manuscript, don’t waste it on empty words. Approach your hook directly. Don’t beat around the bush.

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