Arthur and Lucy didn't remain there too long to not cause the old woman to become uneasy or uncomfortable. After all, they can barely be called acquaintances and if not for Miya's presence, who soothed things a bit, it would have been too awkward.
The couple didn't have any more important things to do in the Underworld. Although the presence at the South was still bugging Arthur, he wasn't willing to go out of his way to provoke it as it'll for sure bring a lot of trouble.
Actually, Arthur was curious about the mysterious man who helped them five years ago, however, as per the granny's words, he already left this high-Realm.
Bai Lingyue was a middle-aged man who was respected by the leaders of the Underworld and even treated as a Senior. Although he didn't participate in the bloody battle, he still wished to aid the couple for unknown reasons.