Lan could, in fact, have ripped apart another hole in space and made them appear next to Hui Yue within moments, but after realizing that Mo Lian was very curious about their past and the current world they live in, he was patient and answered every question before showing any signs of planning to leave.
Mo Lian did not understand his abilities well, and after listening to the conversation between Lan and Xue Wei, she knew that his strength had been sealed, hence she assumed that they would have to walk all the way until they located this so-called uncle.
Lan could guess her thoughts, but he was not willing to change her impression as he truly enjoyed their time spent together. For him, the situation with the ones hidden in the shadows was urgent, but this small delay would not affect much.