The sky bridge was a kind of trial to many cultivators. Those used to flying or teleporting felt like Heaven was punishing them. No one knew when it had been built exactly either.
It was one of those ancient artifacts someone made and was abandoned or never really used as more convenient inventions existed.
Lind theorized it was someone like him that was testing an idea for use later but regardless, it was a mercy in the current situation.
The sky bridges numbered only 30 or so and of those only about 10 were still intact or close enough to be quickly fixed. When running for their lives, the Immortals stumbled on them and realized the Soulless could not see them if they walked inside an intact one!