It requires a large amount of Earth Rope Energy to form the Earth Capture Crystal.
Another thing to consider is that the sword world is vast and contains banesouls. Because banesouls must be avoided, one can actually descend more quickly outside the sword.
The downside of being outside the sword is that the farther you go, the colder it gets. Eventually, it becomes so cold that Qi Condensation disciples can't survive. At some point, for their own safety, there's no choice but to enter the sword world. Ultimately, the decision of when to enter the sword world depends on each person's strength and determination of what's best for them.
Yan Xiaobao already has quite a high cold resistance, and thinking about this now, it made sense to go down as far as possible before choosing an entry point. This would put him ahead of many who were already inside the sword.
