Perhaps the main characters had sensed the fierceness of the imminent battle between the Qionghua Faction and the demon realm. On one side was their best friend Liu Mengli, and on the other side was Qionghua, which hadn't treated them well and seemed to have used them as chess pieces, but it was still Murong Ziying's faction.
When they returned, regardless if they returned to the demon realm or Qionghua, they would be in danger. Han Lingsha wanted to steal the item to help her friends, but they didn't want her to take the risk all by herself. In the end, Murong Ziying and Yun Tianhe decided to accompany her to the Temple of the Sky.
The Temple of the Sky was guarded by heavenly soldiers, which meant that regardless of who was buried in the tomb, it was a highest-ranked burial place that few existences in the whole world, both in heaven and on earth, could enjoy.