The Immortal Venerates present naturally also thought that the Divine Light Thousand Lamp Scripture might not originate from the Mysterious Moon Palace but from Lu Chen.
If the Divine Light Thousand Lamp Scripture came from Lu Chen, it would prove that the Mysterious Moon Palace has already captured Lu Chen, and it might have gained more opportunities from the Chaotic Sea through Lu Chen. Hence, forming a good relationship with the Mysterious Moon Palace wouldn't be a loss.
No matter the reason, after defeating the Demon Emperor, the forces they belong to would need to maintain a good relationship with the Mysterious Moon Palace.
As for using coercive methods to threaten the Mysterious Moon Palace, such actions are currently impossible. Given the Tribulation of the Great Dao has appeared, it's unsuitable to initiate wars between Immortal Sects until the Heavenly Dao is restored to normal.
