Fushi didn't live for millennia, he EXISTED for millennia, these are two different things. To learn you need to live through things to experience them and you need to want it, most of his life time he expent it expanding his body through out the world and as it was plainly said his conscience wasn't able to fully grasp everything during that period.
More than anything people seem to forget... he isnt human, his psychological profile isnt the same as humans, if it was he would have become mad centuries ago.
During the iron prison thing, if it was a human with immortality they would have been driven mad MUCH before anything like the solution he came with.
Fushi isnt bound by any of the profiles humanity is bound to, he isnt a man he isnt a woman, his bodies being functional in the biological sense doesn't make him one of those, stop trying to bound this story to a genre, this story is a concept by itself.