Sword Saint didn't come out of the exchange completely unharmed. Euclio's statement had been on point. Destruction was necessary to create something that didn't exist, which involved Sword Saint's world in that specific case.
The massive silver blade that had appeared on the battlefield during Sword Saint's return represented a part of his world. Its size didn't even do justice to the amount of energy in its insides, and Sword Saint had to remove that power from his existence to create something vast enough to kill Euclio.
The effort wasn't only massive. No rank 9 cultivator could usually recover from such a deep and giant injury. The few who could retain their lives would see their level fall drastically and have no chances to claim their power back.