Only Because He Is Shen Lian

Actually, most heavenly immortals could not roam as freely as Shen Lian. Reason being the Taixu strategy and his exceedingly strong primordial spirit.

The Taixu strategy comprises the Dao of Yin-Yang and Five Elements. Such principle exists regardless of the realm. The only difference, if any, lies in the details.

The Dao of Yin-Yang and Five elements formed the basis of evolution. Therefore, it was thought that only Shen Lia possess the foundation to cast any technique. But it was not unlimited. The emulation of any supernatural Dao techniques would require profound understanding and memory. This aspect requires an enormous primordial spirit to act as a support.

Even a heavenly immortal could not have infinite memory. As Zhuangzhou said, life is bounded, and knowledge is boundless. To put it in another way, there is a limit to an individual, whereas the universe is infinite. To contain the limitless with the limited was simply impossible.