Han Fei chose the Dream Weaving World because it was relatively weak in the inner domain.
This time, the Supreme Clearness World invited some Heavenly Palaces to attack the four heavenly palaces of the Sword God, including the Dream Weaving World. Logically speaking, the only one who was qualified to go was Sha Zhimong. Otherwise, with just Feng Menglong and Chu Mengyan, they might not be able to pressure the four heavenly palaces.
Of course, even so, Han Fei couldn't be sure that there were no other strong masters in the Dream Weaving World. Some Heavenly Palaces would secretly hide one or two kings in case of emergencies.
This was why Han Fei had the four of the ten pirate groups come with him.
