Since Lu Li had come to the Tomb of King Luna, then Lu Li must be from southern Divinity. Immortals from other regions were not likely to come all the way to the Tomb of King Luna.
Eight of the 72 sects were in southern Divinity. However, there were other hidden forces and prefectures at southern Divinity. So, even Holy Princess and Lou Shi'er could not know all the elite disciples of all forces.
Some forces had disciples out in the world socializing on behalf of their respective forces. Lou Shi'er and Holy Princess, for example, would represent their respective sects. On the other hand, some elites of other sects or forces would not show themselves in public. Instead, those disciples would be trained in secret. They were the hidden force of their own sects and could come in handy when needed.