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The friendship between Sun Wukong and Nezha was indeed profound, which could be seen from the way they spoke to each other. Would they banter like this if their friendship hadn't reached a certain level?
Regarding why he was traveling to the West, if it had only concerned himself, Sun Wukong would have certainly told Nezha directly.
In Sun Wukong's view, he and Nezha were the type who could share their hearts with each other.
However, this matter didn't just concern him alone; it also involved his master's life and death, and even Zhu Bajie's. If the matter were to be exposed prematurely, it wouldn't just be his own life that was threatened, but his master's and junior brother's as well.
To bet his master's and his junior brother's lives for the sake of his friendship? Sun Wukong couldn't do such a thing.
Since he couldn't tell, and similarly, since Sun Wukong didn't want to deceive Nezha, naturally, he could only respond to this question with silence.