Yan Ao certainly was not going to that godforsaken place for no reason.
It was all because of the Death Game triggered by this Death Option.
"Since you have discovered an extraterrestrial realm, please choose:
○: Please locate and annex the Anchor Point of this realm.
x: Destroy this realm.
Hint: Gods do not permit the existence of extraterrestrial realms. Please choose carefully. There is no time limit for this option."
Chapter 539