Zhou Tian had been thinking of leaving the world he was currently in, but it wasn't because the rules of that world no longer offered him any help. In truth, Zhou Tian was essentially forced out by Pan Shi.
Given Pan Shi's strength, in that world, Zhou Tian was even at risk of starving to death due to his interference. Although Zhou Tian could protect himself from Pan Shi, defeating him was almost impossible. Under those circumstances, without Pan Shi initiating a conversation, how could Zhou Tian have the means to know the way to leave the current world from his opponent's lips?
It was nearly an unsolvable problem.
Zhou Tian was forced to leave this world because he couldn't defeat Pan Shi. Otherwise, if Zhou Tian could have overcome Pan Shi, given the various advantages inherent to this world, he probably wouldn't have even thought about leaving.