Martial artists running at full speed need explosive force from their legs.
With Yun Que's sudden burst of speed, the paving stones beneath his feet would have shattered, and the roof tiles simply couldn't have supported the weight; a single step would have sent him crashing straight through someone's ceiling.
Had he possessed a Taoist Lightness Talisman, Yun Que might have attempted running across the rooftops, but otherwise, staying on the ground was far more practical.
Chapter 52