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The Heavenly Master's Mansion could indeed take two paths, but if Mr. Xu Jing could take the Immortal Path, why would he choose the Divine Path?
If one obtained the Heavenly Immortal Dao Fruit, serene and free, even if the inevitable end of the Age of Dharma Decline finally comes for the immortal and divine civilization, one could still go to the universe where the Wizard World resides and continue to live freely.
If one obtained the Heavenly God Dao Fruit, although not completely bound to the rules/laws like the enemy gods of the Wizard civilization, one would only be relatively free.
In the face of the Age of Dharma Decline, one must not easily give in, other than to resist to the end.
Given the talents, abilities, and status displayed by Mr. Xu Jing, how could he possibly choose the Divine Path?
Even if Mr. Xu Jing himself wished to take it, it's likely that the Ancestor Heavenly Master wouldn't allow it.
