Although Lin Li had learned a lot from Geresco, and he was indeed more capable than a Sanctuary powerhouse of the same level, he was not that arrogant as to think that he had the strength to fight against a true god. Lin Li was not afraid of battling those who were of higher levels than him, but he would be seeking death if he tried to fight someone of a higher realm.
Lin Li told Edmund and the others that he was there to search for a magical weapon, but in fact, he was just there to find clues regarding the Immortal King. Risking one's life by engaging in a deadly confrontation with a powerful existence that might possess a god's position for the sake of a clue that was not yet certain to be useful was a huge loss in Lin Li's opinion.