The security in Chang'an city is too good.
This is a shared experience among all of the closed beta players.
But the game must start with a battle sequence, this way the players can quickly get used to the combat system of "Chang'an" and the fun of the new fight mode. Also, it would be helpful for players later when they enter the main storyline and encounter battles, so they won't be at a loss.
Therefore, the [Tutorial level] is set outside the city.
As for what players choose to do in the tutorial, Cloud Dream did not force any specific requirements.
Whether it's choosing to go along with the story, being seriously injured and unconscious, picked up by the Lady of Officials and thence brought into Chang'an city.
Or choose to go all out like Warehouse Bird and annihilate the opponent, and follow the progress of the merchant team.
Or even turn around on your own and run, finding your own way to Chang'an.
Or try to save the busty girl, and rush to Chang'an together...