It does prompt the question of what would Zhao Yunlan have done or tried to do, if Ye Zun was still there (and yes, YZ was the glowing-bodiless thing at this point). Not being as far along the actual impulsiveness-subtype-heedless scale as Chu Shuzhi, I have to assume he'd stay in hiding and come up with a plan. Possibly of course as simple as waiting until YZ was gone, and then the rescue proceeds as it did in the episode...