Even though those two small worlds were not exceedingly distant from the Canglan Realm, this notion of "not exceedingly distant" is relative!
In reality, even the closest of worlds are separated by at least tens of millions of miles.
After all, worlds differ from ordinary stars—if too close, the life within can easily be affected by various influences!
However, the Chaotian Ancestor didn't escort the expedition army with the Cave Heaven World because he needed to remain on the Divine Mountain, establishing a Teleportation Array to open a Space Channel directly to the location of the Chaotian Palace's mountain gate in the Biluo Great World.
Thankfully, the various sects came prepared, and had readied many large Flying Escape Treasures well before the expedition.
Originally, these were intended for transporting disciples from their respective sects, allowing them to swiftly reach various battlefields when the war erupted!