Entering the Mortal Realm means being bound by its rules, even Immortals are no exception.
Unless, you possess the ability to counter the Power of Heaven and Earth in the Mortal Realm.
But this is something even an Immortal King cannot achieve, and it comes with inevitable consequences, which for ordinary Immortals, such consequences are enough to lead them to their doom.
The key point is that Copper Armored Immortals, Silver Spirit Immortals, and the like, even if they come to the Mortal Realm, can at best exhibit Absolute Summit combat power, heavily suppressed by the realms, and if they exert anything beyond, they will be sent back to the Immortal Realm.
Therefore, convincing them to risk everything to kill Shi Hao is unrealistic.
At the very least, it requires the action of a Golden Immortal to temporarily break free from the suppression of the realms and unleash true Immortal Level attacks.
But would any Golden Immortal do such a thing?