Shen Wei was certainly learning as much as he could from Kunlun while he was there!

I think part of it too could be that Zhao Yunlan is a bit uncomfortable with his own feelings sometimes and he must also be upset to leave - not to imply that he doesn't want to go back to the present but that he loves these people of his and his leaving is going to hurt them so badly and if it's not being actively discussed then he doesn't have to think about it too much ;_;