Arya felt comfortable and warm while she was in Lith's embrace. However, if someone were to say that she felt safer in Lith's embrace, she would deny it and never accept it. But, this was also one of the reasons.
Arya had been cultivating diligently to increase her magic rank and now she was nearly at the top. Invincible and immortal. She had never taken a break before, and it was only a few hundred years ago that she decided to stop cultivating because she realised something was missing and that continuing to cultivate would be futile.
She was the Emperor rank closest to breaking through to the Supreme rank, but something was lacking and she didn't understand what it was.
She referred to this as the final step. She needed something to help her take this last step and ascend and as she was hanging around with Lith today, she felt herself change a little. She felt like she was approaching a breakthrough, and her final step had begun.