Luo Fei wasn't a coward, nor was he afraid of dying. However, he really wanted to go this time. They were good at battles that involved mecha, but there wouldn't be any here. This battle was with the ancient martial arts, to which they were late bloomers. The could fight it out if it was important to Lear, but the current situation didn't call for that. It wasn't going to do any good for their situation.
Luo Fei and Lear both understood this, which was why they endured it even though they had been humiliated.
Lear knew that his comprehension of the inner universe was just a matter of time. This was just a direction. He could do it, but he didn't have the time. How was he going to compete with others even if he were to be enlightened now?
Candidates of the Son of Saint?
This was simply a joke. He thought too highly of himself, thinking he could use the Saint to overturn things.