Guerilla warfare was especially effective in this current situation, the Empress had gathered her strongest followers in the capital and left the weaker ones to protect the cities, thus Yun Jhin could attack the more important cities and conquer them.
While this wouldn't trigger a chain reaction as good as conquering the capital, it would still break morale for quite a lot of female supremacists. After all, the females had grown weaker with time, their battle power got lower due to the peace they had to go through, they had almost perfect lives the moment they were born, so they didn't go through adversities and they became weak.