The reason Fellow Daoist Lih Shang tirelessly followed Lu Ye back to the Nine Provinces was because of the promise they made to each other. Lu Ye gave her freedom, and she was to help Lu Ye's group of friends find a way out.
Long ago, she accidentally exposed her whereabouts and was captured by a Sun Blaze cultivator, eventually being sent to the All Phenomena Merchants Guild for auction. Lu Ye spent a considerable amount of money to snatch her from another bidder.
For Lih Shang, Lu Ye even missed out on the Phoenix Sky Blue Crystal.
In hindsight, missing out was a good thing because he got the barghest, making the Phoenix Sky Blue Crystal unnecessary.
