Since things could not get any worse, they had no other choice but to fight their way through.
No, it's not that they had no other choices. Proactively pledging allegiance to the Star Lord was also an option, but that depended on whether the Star Lord would give them the opportunity.
If the Star Lord was willing to give them this chance, they would have a second path. But if not, they could only take drastic measures and fight to the end.
...
The Immortal World had emerged for several days, and on this day, as Taiyi and others came to a consensus, the future fate of the Immortal World was finally decided, and the previously vacant position of the Lord of Heaven now had its master.
The thirty-six Lords of Heaven were indeed thirty-six Daluo Jinxian of the Primordial. At this moment, as thirty-six Great Divine Transcendents took control of the thirty-six heavens, they imprinted their marks into the Original Source of the Immortal World.