Before Durin, there indeed was a path — to become a No-name, for he had witnessed those beings with godlike abilities.
But the problem was, Durin did not wish to become a God.
This world did not need Gods, and to become a No-name, according to Eleven and Big Orange's analysis, required the purest of wills. Only when one is willing to sacrifice everything for this world, including their very existence, might they hope to assume such a Deity Position.
A No-name forsakes all, erasing their presence from that world, forgetting their own name, letting all of mankind forget them.
Durin really could not understand what kind of ideals would drive someone to choose such a path to divinity.
Out of curiosity, as well as a sense of responsibility towards Melinda and the others, Durin sneaked out to the noodle stall in the middle of the night again.