Yu Zhenzi, after leaving Shenxiao Mountain, did not immediately return, instead, he chose to hide in a certain place.
He knew that this mission had failed and he had exposed many secrets of the Shenxiao Sect. Not to mention, he still had a sense of Pei Xuanjing's sword intention in him. It was an absolute failure.
Back on Shenxiao Mountain, he was constrained and helpless. With the odds against him, he had to bow down and yield to Pei Xuanjing, agreeing to be his inside connection.
However, in Yu Zhenzi's eyes, this was all done out of desperation. He was only trying to save himself, stooping low and bearing heavy burdens. His loyalty was still with Shenxiao Sect, with whom he'd spent many years.
Therefore, he wanted to find a place for self-cultivation first and try to drive out Pei Xuanjing's residual sword intention in him, thus freeing himself of the other's control before returning.