After killing Gu Rufeng, Song Yan immediately returned to the cave mansion.
The Soul-Searching Skill, after all, is a common magic at the Refining Profound Level. Once one reaches the third layer, they can practice it. By this principle, even if you devour a Divine Soul, you can only perceive "recent events, main thoughts in the heart, and a few impressive images." As for subconsciousness, cultivation techniques, or distant vague memories... those can't be seen.
The principle is also easy to understand: If you want to see more, more details, then it's not soul searching, but soul fusion. When you merge others' subconsciousness, techniques, vague memories, you naturally also merge others' joys, anger, sorrows and happiness, dislikes and likes, seven emotions and six desires, obsessions, etc...
In that case, you might go mad.
As for things like the Shadow Puppet Profound Artifact, in order to maintain the scene of Gu Rufeng's death, he naturally did not take them.