One had to know that the blue print for the body was within the soul. If the materials weren't powerful enough to rebuild the Demon Sage's body, Dyon's efforts would collapse.
Rebuilding a celestial beast body was already so difficult, to add the body of a martial saint on top of that? It was too difficult!
Plus, the Demon Sage was annoying. They were akin to oil and water whenever they interacted. It would probably be better for his sanity if he allowed the Demon Sage to be stubborn.
But, now that he knew that the Demon Sage was actually Amphorae's father in her second life, how could he allow him to die just because he wanted to be arrogant? Fuck that. The Demon Sage in spirit form was no match for Dyon.
One had to consider the fact that even at his peak, the Demon Sage's soul was weaker than Dyon's now. Now, he was only a remnant piece of that original soul. He stood not a single chance.