As the saying goes, in military operations, trickery and deceit are paramount. Bluffing and feigning are common tactics. Part of Feng Yi's strategy was to lure the enemy into a trap. Since Sadra planned to assassinate him, it would be logical to assume that more than one assassin would be dispatched. After his defeat, the Faceless Power King who accompanied him did not make a move, possibly due to a lack of confidence, or perhaps awaiting a better opportunity. If Feng Yi were to reveal his injuries at the scene, they might suspect it to be a deliberate act of baiting. Holding his breath might instead lower their guard. His deliberate choice to take a hit from the Faceless Power King was also strategic. The Faceless Power King was among Sadra's top fighters. If Feng Yi did not appear severely injured, why would they dare to attack him?