Most of the strongest people in this world were Sovereigns, with a small society of Supremes dominating the planet and, as far as they knew or could sense, there were no Celestials there. But they didn't overestimate their ability to understand a place they had barely investigated and begun to explore. They didn't rule out the possibility of there being Celestials there, as there had been in Zocarro.
As they didn't want any problems with local forces, they weren't worried. As soon as they reached the surface, they moved towards the location of Forfex's soul fragment.