The Little Dragon's transformation into a giant dragon has a time limit, so it can't be used for daily activities.
However, there are no such restrictions on flying with the aid of a sword. It flies high and fast and, although it consumes a considerable amount of True Element, can be considered a perfect means for both travel and escape.
[…]
[You once again use invisibility to cross the city gate, without attracting anyone's attention...]
[However, this time, there are more samurai guarding the gate than before, and they are conducting more careful inspections.]
[Presumably, the disappearance of your body has alerted the general that you are not yet dead.]
[Looking at the familiar streets of the Capital, you begin to consider where to go next...]
A list of options pops up from the Underworld Game. Lin Xun automatically ignores the first option, 'Imperial Palace', and chooses 'Ishimaru Sword Furnace'.
[After some thinking, you decide to go to 'Ishimaru Sword Furnace'.]