From start to end, Lex did not feel challenged in the least. He was sure that if he took on a hundred Celestial Immortals directly, it would have been a long and drawn out fight - one that might have even seen him injured. That is why he chose to attack the most strategic location.
This was, ultimately, a test of his own strength. Whether it was infiltrating an area protected by the enemy, unleashing an unstoppable attack, or defending against its fallout while protecting his own 'allies', all of it was a test of his capabilities and his Dao Intentions.
As far as Lex could tell, as long as he played things smartly, there were no longer any opponents for him in the Immortal level. Only Demi Dao Lords and above were a threat to him now - though, Lex very much doubted that his Dao Intentions could directly clash against real Demi-Dao Lords.
