Wei Wufu's physical body ascended the Stairway to Heaven, using his flesh and blood to confront the Thunderfire Heavenly Tribulation.
He abandoned the path of becoming a Dharma King and chose a path similar to Di Esi, the Ghost God Faction's route. Through his own convictions, he transformed into a Law Ghost God and ascended as an Immortal, or rather, a Lower Divine Being.
Lin Shen has yet to return, and judging from the Peerless Divine Skill Secret Manuals that have appeared lately, he must be trapped within the Celestial Court and cannot return, only managing to send messages through this method.
Wei Wufu did not want to wait any longer, so he took the path of the Ghost God, using his physical body to break into the Celestial Court in search of Lin Shen.
If he had taken the path of the Law, donned the Immortal Crown, and became a Dharma King, it would not have been so easy to physically break into the Celestial Court.