Chief Leng had lost in a grieving manner. If it was comparing the strength from both sides, the one to lose should be Jiang Yi. The worst case should be a draw. Jiang Yi couldn't kill Chief Leng, but Chief Leng had chances to kill Jiang Yi.
Speaking in simpler terms, Jiang Yi's speed was too slow for Chief Leng. If Jiang Yi didn't have the Thunder Fire and if Chief Leng could get near to Jiang Yi easily, there wasn't even a need for this battle. Chief Leng could just crush Jiang Yi effortlessly.
It was exactly because of the tyranny of the Thunder Fire, which was even further refined, that caused Chief Leng to have fear towards the Thunder Fire. He was constantly wary of his divine shield being shattered and getting burned alive, making him extremely anxious and nervous. If Chief Leng was to set his heart and attacked desperately, Jiang Yi would already be dead.