It has been confirmed that Deng Chanyu intends to persist in her cultivation journey. Nezha believes that the best way to help her escape this tribulation is to take her and flee.
He is thankful that he isn't someone adept at making friends, otherwise, if the entire Investiture of the Gods list were filled with his friends, it would be quite troublesome.
Nezha shared his thoughts with her, suggesting she hide for a few years. After the Chengtang army is defeated and Xiqi counterattacks and captures Sanshan Pass, she can emerge and avoid this disaster.
But Deng Chanyu replied that since Nezha is an Outer Heaven Demon, his actions are unbound by the Heavenly Dao, and now that he has left Xiqi, why not seek refuge with Chengtang? Perhaps he could achieve something there.