Lu Bi knew well what Zhang Yi had come to do on this continent, but she already knew it would happen when Zhang Yi told her and his past to her if she said she wasn't jealous was a lie, but she understood that Zhang Yi had to do this to be happy.
Also, if she put herself in the place of Lusserina and the others it was obvious that she would want Zhang Yi to find her after going back in time and stay with her, just as Zhang Yi did to her when he returned to Sword Sect himself having met his masters.
Also, after Zhang Yi went back in time she became the person who spent the most time with Zhang Yi of all the wives he had, it was over 400 years together which made her know Zhang Yi more than the others. his wives and also that she was the closest to Zhang Yi.
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