On one hand, it could reduce the strength of the four-nation alliance, and on the other hand, it could preserve their fighting strength.
If the four-nation alliance wanted to eliminate Shen Yanxiao's influence, they had to take down Sun Never Sets. Moreover, Sun Never Sets was located in the center of the fifty cities. Even if the four-nation alliance wanted to pave a way to Sun Never Sets, they would have to confront seven to eight cities in the process.
This was Shen Yanxiao's best opportunity.