Shang could definitely see someone like King Sanctified Death going to such extremes to comprehend two Concepts.
After all, Shang would consider doing the same.
Shang wanted to achieve supreme power, and if he could comprehend something like the level six Concept of Death, why not?
However, there were four issues.
First, Shang also needed life around him. Power was the most important thing to him, but having only death around him would be like being inside the Reality Tear again. Nothing of value would exist, and at some point, everything would become the same.
Then what?
Second, Shang didn't have a Life Affinity, and he probably never will. Even though his Affinity for Life had probably reached a high level, that wasn't enough. The Life and Death Affinities also needed fitting mindsets.