Li Zhiyuan did not attempt to wake Run Sheng and the others, because, based on his own recent experience, he knew that what the four of them encountered was not an ordinary miasma, but Yin Miasma.
The former can be likened to an ordinary haunted house in a modern amusement park, giving you the feeling of being there, while the latter is more upscale, with obvious interactivity and guidance.
Previously in the "dream," it was clear that someone was deliberately guiding them forward. The most obvious example was that whatever Tan Wenbin said he wanted, it would be arranged for him. The actual purpose was to keep people deliberately immersed in the dream, cutting off from the reality that was unfolding.
In this state, the division between body and spirit was very clear; even he himself could not detect that he was in the Underworld state, indicating that external physical stimuli could not reach the level of spiritual consciousness.
