There were many things that Li Moyun needed to solve before it would be possible for him to leave the continent.
He was the Eternal Shadow Lord, and the many members of the Eternal Shadow Palace were under his command. He could not leave them without giving them some sort of information, but to him, these matters would have to be considered after speaking with Bai Rouyun.
He knew that she was already in a dangerous position, and when he left, she would lose the advantage of the intimidation that he gave the rest of the continent. Others might no longer be that cautious when dealing with her, and she would have a much more challenging growth.
Every cultivator was aware that pressure was needed to grow and mature, but he still did not wish for her to encounter even the slightest harm.
But when Li Moyun considered the dangers that were present in the Prison Continent and then compared them to the ones in the Wushi Continent, then he knew where he had to go.