Li Mei didn't know someone was already searching for her past. Even if she knew, she didn't care because she married the third prince for the sake of safety. If she wasn't safe anymore with this man, she would be cold-hearted enough to leave him and run away just like that. She didn't even care if the court later rushed out to reveal her marriage and ordered her to find her.
In any case, she already had a few people rushing after her to either kill her or pull her into slavery. She would just cross the border sneakily and enter the neighboring Xiu kingdom, the utmost enemy of the Cao Kingdom.
Actually, the Xiu kingdom was the home of all the demons thousands of years ago. During those days, both kingdoms were one single country, and the only sect that ruled over the entire Kingdom was Sheng Di, the home for demons and cultivators together.