Right now, the Celestial Kings were stuck between a rock and a hard place.
They couldn't retreat. Once they exited the black tower, even though the battlefield would become larger and afford them more space to move, they would be suppressed by the pervasive purple light. As a result, their battle prowess would fall drastically. At that time, they would face the danger of being insta-killed by Ling Han. However, if they continued to do battle here, the devastating power of Ling Han's Divine Demon Sword would also eventually wound them.
What should they do?
After battling for a while, a Celestial King finally made up his mind and resolutely fled. In any case, there were others holding Ling Han back for him, so what better opportunity was there to flee?