There were a few reasons why she still chose to go through the third test even after knowing all the truth.
First of all, spending hundreds of years with Yu Rong, Yu Han, and Yu Fang, and testing them by several means, Jia Fei had already confirmed that they were not aware that everything is a trap created just to fish a fish, no matter the gender. She had also cofirmed that these three people have no idea that they are being used by the First King.
They had trained her well and used all their resources to nurture her. She did not want to see them get hurt.
Secondly, cultivating the Nine Revolution Chaos Scripture could never weaken her soul because of the special boost obtained from the petal of Lotus of Chaos. She could cultivate this technique without any worry.
