Burn

Aside from the oddities of his soul after being burned, there were other mysteries as well. For example, instead of regressing back to the Foundation Stage as she should have, Ri actually progressed to the Overlord Realm. 

If that was all, maybe Dyon would still be able to accept it easily. However, Ri actually entered the three facet Overlord Realm in a single bound. On top of that, since Dyon purposely cut off her soul from the refinement process, due to her dual cultivation with Dyon, she was not so far from the fourth facet either. 

Of course, the main reason Dyon protected Ri's soul was to namely guard against a potential failure. In that case, he would at least be able to reform a body for her. In addition, by protecting Ri's soul, he was also able to preserve all the beast contracts she had… including her fairies.