Although the Purple Phoenix Immortal Venerable didn't explicitly say it, all the Immortal Venerables present knew what path he was referring to.
They wanted to survive, and the only way out was to leave the Southern Domain. But it was impossible to leave the Southern Domain on their own; before they could even approach the Boundary Sea, the Blood Ancestor would crush them with a blood hand.
Their departure from the Southern Domain required finding a strong backing, either Xiyue Immortal Emperor from the Eastern Domain or the Hidden Moon Sect Leader of the barbaric Wilderness.
However, it's somewhat challenging to seek Xiyue Immortal Emperor's help; though Xiyue Immortal Emperor seems to have teamed up with the Wilderness, she has at most sent people to guard the Sunset Mountain Range without directly ordering her Immortal Venerables to attack the Southern Domain.
Clearly, Xiyue Immortal Emperor doesn't want to get embroiled in this mess.
