Marrying and romance weren't the same. Being well-matched was important. Wang Yu understood this best.
Why didn't Wang Yu's family approve of his relationship with Mu Zi Xian? This was the exact reason.
It was true that Frost Blade was only doing small business. However, he came from a regular family too. When he was young, he dated freely. If he really chose to spend the rest of his days with Meng Xi, it wouldn't be the same.
The differences in their life values would reveal themselves after marriage.
This was not something any wealthy girl could tolerate, compared to Wang Yu, who was willing to invest blood, sweat and tears into his work.
Furthermore, men and women were fundamentally different. Even if Meng Xi could be like Wang Yu, her family might not agree.
Rather than go through harsh rejection, he chose to disappear at once. At least he could retain some pride for himself.