Rein had already decided to join the Divine Scale Pavillion and as for Colinde, after thinking about it for some time they decided to join the Demon Slaying Division of the empire itself. There were several reasons behind that but the most important fact was that in this place Colinde would be able to get a very good treatment without losing her freedom.
The empire was the true ruler of this world. All the sects and clans needed to submit to the Empire in order to exist. Obviously as it was able to maintain its rule for thousands of years so the empire was definitely very powerful.
The emperor was the person who was overseeing everything from the high heavens. But they had declared themselves as holy beings and did not bother much with mundane things. That was the main reason why many common people did not know anything about their own ruler at all.
