CLOUDS appeared on the sides of Shen Ji Yun's feet. After that, he flew up into the sky. It's one of the skills unique to his race. Just like how dragons, whether Western or Eastern, could also fly on their own. He was not in the habit of using it though.
One reason was because he preferred to fight head on using his raw strength and power. He didn't like going around in circles. Second, unlike dragons or phoenixes, his humanoid form couldn't retain the flight skill for long. He could only flew for a certain limit of time.
Of course, it would be different in his beast form. He could fly for miles in that. But he hated fighting in that form. It's so cumbersome, his movements were not so flexible and he couldn't do any skills related to the sword.