Whether it was honing himself, learning about laws, learning about energy, or getting used to his new realm, all of them could be achieved in the same way, which was to throw himself into the fray.
The planets which had appeared within the Mirage were actually like small islands of safety. Since the planets were filled with countless innocent people, the Henali forces avoided targeting them, and the forces of Sanguis Pluvia did not specifically target them, which did not necessarily mean they were going to survive. It just meant they were the safest places around - relatively speaking.
Not that Lex needed to specifically stay in a safe place. The immortal realm had subtleties and complexities he had yet to understand, and the higher immortal realms were no doubt much more powerful than just the Earth immortal realm.
