They risked their lives to enter perilous places, perhaps to gain something.
But since the arrival of the Minor Era of Inversion of Heaven and Earth, those dangerous areas have been sealed off, completely inaccessible to anyone; even if they wanted to risk everything, they could not obtain any resources.
Now is their best chance, so despite knowing the dangers of entering the Eastern Wasteland, they still ventured in.
As for why they did not seize opportunities in East Breeze?
Nowadays, firstly, there are still quite a few people scrambling for resources in East Breeze. They initially entered the Eastern Wasteland and then re-entered from there, with the major Immortal Sects of East Breeze having been largely plundered by those who came first.
Furthermore, East Breeze is truly impoverished, frightfully so.