Chen Fei did not rush to rescue anyone. Yu Shijin, the brother and sister, are in a somewhat precarious situation now, but it's not a matter of life and death.
Even if it were a matter of life and death, Chen Fei knew that they must have some means of self-preservation at their disposal.
The Yu family, as a familial power, doesn't possess as many overall resources as the Immortal Cloud Sword Sect, and they might even have fewer resources.
While their overall resources are limited, the members of the Yu family's main lineage are few in number. When you divide those resources among them, each person ends up with a substantial share.
Yu Shijin and the others dared to come out and travel, so they must have some treasure to ensure their safety. Chen Fei didn't need to worry about their well-being.
His clone quietly separated from Chen Fei and entered the spider cave.