One of the things that bound a ghost to the mortal realm, aside from its belongings, was its own body. The ghost who possessed Lu Anqi's body would be forced to abandon it if he knew that his remains were in danger.
Jiang Chen soon left to see the police chief and get the information they needed. As for Lu Anqi, it was important for her to keep her body close, just in case the spirit left her body, so she could go back to it at once.
"He'll come back soon," Shen Minyao told Lu Anqi as they continued to stalk her body. "You mustn't worry too much. Strengthen your willpower. The more decided you are to retrieve your body, the harder it would be for other wandering spirits to take over it. You should remember this to avoid having your body being possessed like this."