They have pretty different worldviews. MC is murim through and through, even if he does realise he's also a merchant lord's son in this life. The princess is a noble of the royal lineage. In the murim (in cultivation fiction) one would fight against the world and themselves. That's it. There's no particular correct or proper way to do it, and the goal is just getting stronger and more enlightened, while staying through to their own personal path (their dao). However, a noble would fight within the constraints of the established order. Very strict constraints. Fighting and advancing as a noble would be adapting to an external path, which is more or less the opposite of the murim way.
I'm happy the MC doesn't look like he's willing to let go. The princess, however, does annoyingly believe there can be nothing between them since she's a princess and it wouldn't be proper.
I'm still very much looking forward to the little sister meeting the princess.