The 72 demons left it at that because there were too many variables and more enemies had started making their moves for them to find the final move in their martial arts. The longer they waited, the less time they would have for searching for their missing siblings and bringing them back to hell, and the pursuit of various creators and their World Orders in search of their powers would definitely lead to their deaths.
In order to hide the realm of Hell, the 72 demons used up half of their power to divide the space of hell connecting to heaven and Terra and create a completely different dimension, making Hell its own world. Nothing could go in unless the 72 demons let them. The demons could no longer return to hell because they knew they were being hunted by entities much more powerful than themselves, and doing so would only destroy all the hard work they had put in up until this point, It is not possible to simply brute force Hell open unless something considerably more powerful is able to tear open space. Since no one had ever gone into the wormholes in the corner of Terra—even the angels stayed away from going there because it was too dangerous—the demons used them to establish their own realm where they could hide, The corner of Terra had many dangers to watch out for, including unknown creatures that the Creator of Terra did not create and everything there was of unknown origin. This scared the angels and caused them to flee, but the demons had no choice; they had to battle through swarms of ugly beasts, carnivorous plants, and even battled through sickness and weakness, which was impossible for demons, in order to get through the corner of Terra,The demons arrived to find a massive gap in space. Since they had already traveled so far to escape the grasp of the World Order and the oppressive rule of the hostile creators, they had little time to second-guess their course of action and entered the rip.
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