Daodao's feelings towards the Yu Clan are completely different from those of Ma Lu, who wants to use the Yu Clan as a stepping stone to advance in life.
In the eyes of people like Ma Lu, the Yu Clan is a mere stepping stone for a humble man to become a nobleman, through which he can get a comfortable job. It's just a part of his life's journey, and if there's a better place, he would definitely leave without hesitation.
But in the eyes of Daodao and Yu Minglang, the Yu Clan is a place where dreams begin, a place where they can entrust their ambitions and where idealism meets the world. It's something that needs to be protected through lifelong efforts, and is a man's passion and dream.
Yet, Daodao chose to leave, not because he didn't love, but because the person he loved needed him.