Shaun was also a cautious person. After carefully considering Jordan's words, he realized that his worries were valid!
If a person from the 1500s obtained a modern-day poisonous tear gas bomb which he had never seen before. He would not know how to use it or realize how much harm it could cause. Nor would he know what to take note of when handling it. He might accidentally activate the gas bomb without wearing any protective gear.
In the end, he might end up being poisoned to death first.
In the face of the Rong family's advanced high-tech and heaven-defying invention, Jordan and Shaun would be like that ignorant person from the 1500s.
They might accidentally hurt themselves.