With his Immortal Sense, though he didn't use it as wantonly as he had on the mortal plane, it was quite easy for him to avoid big trouble. If Dyon burned his soul, his senses were slightly stronger than an average 5th Grade World Seer. Even if he didn't, he was at the very peak of the 3rd Grade World Seer level.
The highest level Spiritual Sages were only of the 9th grade. Such individuals could see through 9 world barriers at once. Yet, Dyon's soul could already touch the 5th grade and cross 5 world barriers. Such individuals were already inconceivably rare.
Simply put, Dyon was actually being overly cautious. But, within the Ancient Battlefield, it was warranted. There were definitely individuals here who surpassed him even if the only criteria tested was his soul.