They were not traveling straight from the Heavenly Sword Realm to the Sui Kingdom. There were undoubtedly loads of ambushes set up along the way. Wu Meiying had, in fact, informed him that the Sui Kingdom already knew that Mei Xilan had come to the Heavenly Sword Sect and was the daughter of the former emperor. They had set up several checkpoints and ambushes along the various highways leading toward the Sui Kingdom.
Surrounded by mountains filled with powerful magical beasts on all sides, the Sui Kingdom only had one method of entry--a mountain pass in the southern side of the mountain range. The country through which they needed to travel was the Han Dynasty, where the pass was located. Of course, they would not be going to the Han Dynasty, which was where their enemies would be waiting.