Since Fu Ya returned to Demon City, he naturally knew he couldn't completely avoid trouble. After all, the number of people wanting to deal with him was indeed quite considerable. If Fu Ya were afraid, he wouldn't have chosen to 'leave' the Ten Thousand Buddha Pagoda in such a 'high-profile' manner in the first place. Considering Fu Ya's skills, he could have remained hidden for a while longer if he wished, but he chose not to. Fu Ya didn't want to sneak around since he never saw himself as the 'offending party'. Furthermore, Fu Ya had been 'schemed' by the Three Great Creator Gods, and the reason he was able to reach a cooperation agreement with the Shangguan Clan was simply because they had a common enemy.
