The Heavenly Sword Dynasty occupied nine Daozhous, and one must traverse its territory when traveling from Ji State to Liuzhou. Furthermore, the Heavenly Sword Dynasty had a historical feud with the Myriad Swords Sect. Although Su Han couldn't help Li Qingyue restore the Myriad Swords Sect's glory, he could certainly take them to learn about their opponents and collect some interest along the way.
