Since Taiyi and others made the decision to devour the original source of the Immortal World, they were naturally well-prepared and couldn't possibly let the Immortal World truly be destroyed. And Jiang Chen's Nine States and Heaven and Earth were their prepared contingency plan.
Moreover, even the All Heavens and Myriads of Worlds were next on their list.
After all, there are so many Great Divine Transcendents involved in the Immortal World project, merely devouring its original source is not enough for everyone to break through into Daluo Jinxian of the Primordial, only about one-third can achieve the Tao.
So what about the remaining two-thirds? They can't just ignore them, right?
Thus, after devouring the original source of the Immortal World, the next step is to devour the original source of Nine States and Heaven and Earth to allow the rest of the Great Divine Transcendents to break through into Daluo Jinxian of the Primordial.