As for why Dong Yue had told you this information, it was not because he wanted to win your comfort. Rather, after his failure, Dong Yue wanted to change methods and continue improving his comprehension of the Wind Law.
It so happened that during that operation in the Cosmic Domain, Dong Yue discovered that one of the Qiong Xiao had a deeper comprehension of the Wind Law than he did. It should have been an area he had yet to comprehend. If he could obtain that Qiong Xiao's "source core," the effect might even surpass Great Dao's Mark and allow Dong Yue to succeed in one stroke.
However, Dong Yue had clearly come to the wrong person. If there had only been one Qiong Xiao, then without Dong Yue needing to say much, you would already have sought a way to hunt it down during your last operation in the Cosmic Domain.
Yet with two Qiong Xiao gathered together, the difficulty of hunting them was beyond comparison. If Dong Yue had been willing to spend more resources to invite some powerful experts along, you might have considered it. But judging from the information, he wanted you alone to do the work of three to five people, and the terms he offered were hardly tempting.
In any case, you had already fulfilled the promise you had previously agreed to and done everything you should have done. You had even exceeded expectations, holding back two great fiends for Dong Yue at once. Under such circumstances, it was not your fault that Dong Yue had failed to take another step forward with Great Dao's Mark. That unpleasant memory also made you unwilling to enter the Cosmic Domain with that nagging man a second time.
Perhaps Dong Yue did not think that trip to