Jin Xuyao left with the first goal of seeking his master's help to remove the disguise mask. Only then could he live as himself again, for everyone knew that Zhu Yiping was once engaged to Jin Luoyin, and they were siblings. Such an identity couldn't be reconciled with Jin Xuyao, as it would tarnish his sister's reputation.
Secondly, he needed time to digest the recent events. By leaving, he afforded everyone some time to think things over, which was also a means of evasion.
Jin Xuyao didn't know Zhu Haisheng was also his master's disciple, but he knew that his master's disciples had to wear the disguise mask for life; it was a rule.
Even if that mask was exactly the same as one's true appearance.
After wearing the disguise, he looked almost identical to Zhu Haisheng, and only then did he believe it.
