If there was one thing that the Sect doesn't lack, those are duel arenas. You never know when some discordance can be found between so many disciples of the Sect, after all. There are also those who just want to fight for training or test new abilities. Because of that, almost everywhere in the Sect has at least one arena with a protection formation. Of course, those arenas can at most hold cultivators and demon beast of the Divine Soul Realm. Above that, the formation would be too expensive to be maintained all the time.
But any cultivator or demon beast above that realm can keep themselves alive even in the void. So there was no need for arenas, they just have to go outer space for whatever is the reason.
