It's pretty strange Xue Yue would send weaklings after Yang Kai. She knows he's not an ordinary cultivator. If those goons really were sent by her, it's like she purposefully allowed him to get away. Kind of like a bit of theater for the elders to see: the guard ran away so she sent some folks to bring him back. As far as the elders know, three saint kings should have been enough, so in their eyes it wouldn't have looked phoney, even though Xue Yue herself would know it's not going to work.