Others are afraid to take the risk because the return on this event isn't proportional to the investment at all; who knows if collecting the Paper Cranes even leads to anything. If it doesn't, then at least three Hidden Relics would have been wasted.
But Mu You is different, as he also has a task to help the Blood God assemble his body, and this airborne Divine Palace might very well be one of the task locations. As long as he still wants to complete the task, this palace is a hurdle he can't avoid.
To reach the Divine Palace at the mountain's peak, you must have the Barbarian's help, so for him, the risk of this event just barely equals the potential rewards. Losing the bet would indeed be a loss, but winning could bring extra gains.
Moreover, based on his previous attempts at retracing, the Barbarian's return of the Paper Crane is likely based on the Star Level of the items!