With Yoze locked on him, Immortal Welse felt an increasing headache as he was at a loss for what he could do. He was rapidly using up his crystal energy, and he couldn't get any more distance away from Yoze.
With his information processing speed reduced, Immortal Welse knew that he couldn't transform into any creature that would give him the boost needed to escape. As for the animals that he could transform into, they were not strong enough or fast enough to deal with someone like Yoze.
Not only that, after creating the black fog, Immortal Welse also needed to maintain it by spending even more of his crystal energy while also having to start within the confines of the black fog. However, the restriction of having to remain in the confines of the black fog usually wasn't a problem since the hindered senses of his opponents usually took a few minutes to recover fully.