Limited Options
Instead of going to Lei Xing's palace, the Emperor went to the royal study to calm down first. He knew he had just made a hasty decision but he could not entertain the idea of them being incompatible for even a second.
If he had shown any hesitation in that moment then that would have shown that his resolve could be weakened. And those who want this to fail will feel that they could pressure and persuade him into changing his mind, either directly or indirectly. And this would end up putting Lei Xing in more harm's way.
With this, he showed that he was willing to be unreasonable in this matter...and if not for anything, fear will keep troublemakers at bay for now. But he knew all he did was buy time. Trouble will still come and it may even be more troublesome.
But what else was he supposed to do in this situation? He could not think of any other ideas that would not cause as much trouble. If he chose not to marry Lei Xing now.