When Zhao Hai had been with Dingxing and the others, he had been to all the continents. Thus, he only took the teleportation to the demon Scorpion continent and didn't waste time on the road.
However, Dingxing and the others didn't have such an ability. They could only travel bit by bit. Even for them, the Grand elders, it would take them around two days to travel from one continent to another. Therefore, when Zhao Hai had already attacked the demon Scorpion continent, Dingxing and the others had just arrived at the Golden Bull continent.
Fei 'er and the others had returned to the clan and relayed Zhao Hai's words to their clan leader. They had already discussed and decided to persuade the clan leader to allow the clan members to enter Zhao Hai's dimension.