Wang Wei did not immediately leave as he wanted to understand the cultivation system of the Emperor Dao World, which was attractive to him.
The first realm is the Body Tempering Realm involves training and purifying the body. The unique part about this realm is that they constantly destroy and rebuild their bodies, similar to some cultivation techniques in Nirvana.
Energy Sea Realm is a realm similar to the Divine Sea Realm, which focuses on gathering and condensing energy. The main difference is that the cultivators in the system have to create something called Spiritual Foundation inside their bodies; there are 9 Spiritual Foundations.
Soul Realm is the third stage. As the name implied, this is a realm related to the soul. However, the way the Emperor Dao World reached this realm is different from the norm. The cultivators must experience myriad emotions and desires and use these intense feelings to temper their spirits and condense their souls.