What Xiu Wanxue didn't know was the reason that everyone didn't allow her to go to Wonder Snow Land, because they planned to kill Xiu Wanxia there.
Their original plan was to lure Xiu Wanxia to Wonder Snow Land and kill her. Many failed experiences told them that this person couldn't be killed, so they learned to be careful.
If they couldn't kill her, they would bury her alive in Wonder Cold Land to prevent her from going out to kill Xuexue again. They didn't want to kill her, actually, because every time they killed her, Xiu Wanxia always reincarnated with a new identity, and the world seemed to collapse, and it returned to its starting point when everything hadn't started yet.
It repeated itself countless times, and they had become numb to the process. So, if they trapped her with them and let Xuexue be safe outside, they believed that they would be able to save her.