Years before Kai Syaoran left to enter the underworld, his incarnation, the Thunder Emperor returned to the Heaven Dao sect. He had returned with Zhao Zhi Wei's daughter that he had rescued from an assassin.
He had also come back with the Waking Moon, the Waking Monarch's daughter.
He had convinced the Waking Moon to become the young girl's mother.
She had lost her other and Kai Syaoran was sure that her father was already dead as well.
Since this was the case, the young girl that was still only a baby needed another to care for and love her.
The Waking Moon was the best candidate he had on such short notice.
After convincing her, the Thunder Emperor left his immortal cave and went to his information broker to understand what was happening in the sect.
It cost him only a few divine stones to get the information he wanted.
Zhao Yun had returned to the sect a few days earlier.