After thoroughly thinking about the pros and cons of staying here instead of going to the Secret Realm, Lucy and Arthur decided to go. The only missing was Makaze, which still wasn't returned to its owner. Although Arthur was unaware of the Nameless Knight's motives, he wished Makaze will be back before he enters the dragon's Secret Realm.
His cultivation will be reduced, so will his stats. Having Makaze will increase the probability of surviving in case something happens.
There's also the Holy Dominion which wouldn't give up so easily. There are so many prying eyes and be discovered will cause a lot of troubles to him. His real appearance must never be known as 'X' will come for him and he isn't strong enough to fight an Overgod. Furthermore, 'X' is an Overgod who excels at manipulating Time, so it's even more troublesome to deal with him.