Mo Yue only accompanied his other half to the Netherworld because he was worried about his missing son as reported to them by Hei Jue. Though the news about Hei Mo's return had been reported as well, Mo Yue never cared a bit about it. But he knew that his husband, Hei Sian, was extremely ecstatic by this news.
Though his other half acted that he never cared about his father after they parted badly and chose to take his side, Mo Yue knew that his husband felt guilt for his clan. When he, the supposed heir, gave up the throne for love, what he left behind and the result of his actions was something Hei Sian would always blame himself for.