It's hard for a person to change their character unless they're constantly "polished" and adjusted over a long period of time, and the effect is still minimal.
Even though Xiao Chen changed his appearance, his temperament, and displayed new techniques and divine skills, his inherent nature has always remained the same. He is a strong-willed individual who cannot be constrained or suppressed. No rules of the world can confine him, and certain things ingrained in him are so intrinsic, they're hard to change, even in the face of death.
Having stepped out of the Pure Land and eager to experience all aspects of life, Xiao Chen felt he had spent enough time in Yindu and that it was time for a change of place. As his identity was about to be exposed, he decided to do as he wished before leaving, creating a ruckus with his opponents, considering it as a kind of life experience and another aspect of cultivation practice.