Think of another way… that was easier said than done…
Wang Yu was from a very traditional martial arts family so he was very used to using force to solve his problems. Using his brain to think of a plan to deal with these players wasn't any easier than fighting a boss!
Yang Nuo wasn't much better off than Wang Yu either. She was raised in a traditional way as well. Furthermore, intelligence and wisdom were two different things. In situations like these, an insidious and underhanded person was more useful than a godly strategist who could predict all of the enemy's movements.
Wang Yu had killed and robbed one of the leaders of Imperial Root. As the local tyrant of Vatican City, they would naturally kill Wang Yu on sight. Walking over and asking for permission to enter was definitely impossible.