Yes, Luo Hao and the others didn't have their Origin Stars. They simply fused with the Heavenly Dao. The way to fuse with the Dao was to assimilate oneself into this world and nourish one's body, bones, soul, meridians, and so on with the power of the law. In the later stages, which was equivalent to the later stages of the Sea Establishment realm, Dao fusion became a replacement process. He replaced his meridians with the power of the law and used the power of the law to reconstruct his flesh and bones… In the end, Luo Hao thought that he was the law and he was the world.
Han Fei couldn't help but mutter, "Is this how the Ten Thousand Scale Monarch cultivates? Is this a Great Monarch's way to fuse with the Dao?"