Maybe the god who created the Divine Kingdom likes creating a desert in his own Divine Kingdom! That was actually not considered rare. Although deserts were a barren and scary place in the eyes of ordinary people, they contained a powerful law. Perhaps the God-king of Light that the Illuminati believed in had obtained the throne by relying on the laws of light in the desert. Lin Li let go of the sand in his hand, and stopped considering that problem. He then led his subordinates to the back of the Gilded Kingdom's team.
Although it was difficult to tell the directions in this boundless desert, and there was no sun in the sky to navigate with, while the divine might that filled the desert also made it impossible for them to cast their mental strength, Edmund obviously had some means to confirm the direction. Under Edmund's lead, the team headed straight towards the desert in a certain direction almost without stopping.