Further down the thread zeest  suggests that Shen Wei is under estimating Zhu Jei and I think this fits my theory that Shen Wei is playing the long game and thinking that in the short term he can protect Zhao Yun Lun from immediate danger without too much difficulty.

I'm basing this on the idea that Shen Wei is assuming that his real advisory is Ye Zun and everything he does (and possibly even thinks about) will get back to him. Shen Wei needs to protect / monitor  Zhao Yun Lan and it will become obvious that is what he is doing (moving in next door etc), whether he draws attention to it or not.

So it's not that Ye Zun will immediately jump to the conclusion that Zhao Yun Lan is connected to the timeline; just If there is no apparent reason for Shen Wei's interest, then eventually Ye Zune could start to actively try to figure it out, which given his resources, (physic powers, telepathy?), could be disastrous. 

So I'm thinking this is preemptively controling the information that gets back to Ye Zun so that by the time he might start questioning Zhao Yun Lan's role particularly in regards to the hallows it's already well established that Shen Wei is crazy about Zhao Ye Lan.