Obviously, he is not running away with his family. He can only shake up someone else.
Because he was unable to win, completely outmatched.
Then there was no need to engage in combat.
He was self-aware.
During his second unintentional visit to the Lion Camel Ridge, he had experienced this.
Now, he has ascended to the Realm of Immortals.
His cultivation and strength have surged immensely.
Forcing him to retreat from the fight with the roc would be impossible; he would not accept it.
Remember, when he killed the Rabbit Demon Ancestor in the mid-term and the Yang Tun Bao in the late-term, he merely used the 'Universe in the Sleeve'.
Actually, he didn't need to use the 'Universe in the Sleeve'.
Lu Wufei was confident that he could slaughter those two old demons.
But using the Great Divine Power was just faster.
From the beginning to the end, he never used his real form, the "Law of Heaven and Earth" Great Divine Power.