Although Lex had an impressive defense, he was nowhere near strong enough to cause immortals any harm. The qualitative leap in power over each large realm resulted in a difference that could only be measured on a scale of order of magnitude. Basically, Lex could do nothing to harm them. This was moreover so for a race that was not only inherently stronger than humans, but had a longer life span and more well-developed techniques.
All he could do was return to the Inn, admitting failure. Moreover, as the place that he returned to the Inn to was from prison, he would only be able to return there in the future if he wished to enter the Crystal realm. Basically, he was stuck. The only option for him now in the Crystal realm was to use his Remote Presence ability.
