He could not resign himself to that fate.
Besides, it's not like he wasn't going to return.
Once he has successfully obtained a mentor and learned the Immortal Law, he could return to his life as a demon. It would be far more beneficial than staying at one corner of Great Wilderness Mountain and being content with things as they were.
Not to mention the significant difference between the Immortal Orthodox Skill and the lowest-level Breathing Skills of the Demon Clan.
Simply by having ventured beyond and returned, Lu Fei would gain the status of being an Immortal's disciple, an advantage when dealing with the bigwigs of the demon world.
Regardless of their rationale, those who wished to kill him would have to think twice before acting.
At the very least, he would never again face the precarious situation he had on that battlefield, where he was nearly crushed into mush by the Demon King of Fengyun Ridge.
So, he must make this journey to the mortal world.