They didn't necessarily do these things because they had to, but rather because they could. That's why people named them Soul-Snatching Hares, not only did they steal your heart with their cuteness, they also literally stole your soul. However, these demonic beasts lived in woodlands and therefore would not be able to survive in a harsh place like a desert.
'So why was one here? And jumping alongside the other demonic beasts so energetically?' Shen Tianyu narrowed her eyes in suspicion. 'Is it the key to leaving this place? If so... then this wasn't the desert but a pocket dimension created by the Array.'
