Right now, there are two choices before us.
Rescue, and the deliberately hidden Wu Jue will be discovered by Yin Chong. Yin Chong will suspect Wu Jue's purpose for being here, and may even further guess that they are planning to head to the Ancient Capital Ruins in the desert. Once Yin Chong knows, if he sends the information back to the sect, it would mean the Changcang Sect knows as well. By then, the two sides are very likely to encounter each other inside the ruins. No need to think to know what both sides' reactions will be when facing an enemy.
Not rescuing, Wu Jue's presence won't be detected by Yin Chong, meaning no one will know about their desert Ancient Capital Ruins exploration plan, making it much safer and smoother.
But, this choice doesn't actually require choosing.