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Phoenix Thornton told Yusuf Zuck, if he wanted to leave early, he could only enter through the fourth level entrance, where there would be a safe zone. Upon entering the safe zone, one would be teleported away.
Therefore, he wouldn't be going into the fourth level, and he didn't want to, because he had achieved his goal.
As for Grayson Martin, he had no intention of entering the fourth layer either. After all, to the important figures, he was just a small fry, so entering the fourth layer would mean certain death for him. Thus, having seen the world inside the Immortal Mansion was enough to fulfill his own wishes.
After the two entered the forest, they wandered everywhere. This place was strange; there wasn't a living creature in sight, not even half an ant, but there were indeed some rare and exotic herbs.