Shang returned to the Caves to continue his training. Right now, he didn't need to fight anyone, and he needed an isolated place far away from any significant dangers.
Sure, the Caves were dangerous since there were True Path Stage beasts and Archbeasts, but as long as Shang didn't go too deeply into the caves, he wouldn't meet any of those beasts.
Additionally, since all the True Path Stage warriors and High Mages were on the frontlines, Shang also wouldn't meet another human here.
Lastly, he wanted to keep his training a secret. If people somehow realized that Shang was tampering with his Mana pathways, someone that might want to kill him could take advantage of that moment.
However, the thing with his Mana pathways would only become a problem later. For now, Shang decided to focus on his performance regarding his attacks.