When Annan held the "Immortal's" Curse Binding, he had already probed the general location of Fufu.
Although he didn't know the exact distance between them, he could determine it was beneath the southern part of the Kingdom of Noah—roughly near the Saltpeter Ranch.
Annan was quite familiar with the areas connected to the Saltpeter Ranch.
Heading west was certainly not an option. At that depth, it was already approaching the deep sea.
If the tunnel continued westward and broke through, seawater would flood the tunnel directly.
Although the profession of Digger essentially relies on luck, fundamental geographic knowledge is indispensable. Otherwise, if you continue digging tunnels and get lost, unable to read maps or even understand your current location, disaster is inevitable.
Thus, at Saltpeter Ranch, only two tunnels remained.