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Notes -
It's cultural empowerment power fantasy, in the same way that a lot of anime is Peter Pan Syndrome, or how there's a significant undercurrent of classic Marvel in which X-Men is schoolage nerd oppression fantasies (we go to school, we're hated for what we are, but we're actually the super cool and powerful -n-e-r-d-s- mutants!).
Recognize that in the China cultural context, and thus a lot of the Wuxia/Xianxia, those 'heavenly' and 'god' allusions aren't the sort of Christian heaven or greco-roman gods where the gods are an anthromorophization of a concept (greek gods). It is often a literal government bureaucracy with the gods as much assigned to certain roles as 'naturally' holding them, and it's very hierarchical, and the gods have great power over mortals who are accountable to them, even though they are of course not accountable to the mortals in turn. And when you go that that 'next realm,' it is... yet another hierarchy of bureaucrats, each more powerful than the last realm, with more power, wealth, and beauty.
Which is to say- it is a cultural metaphor for Chinese government, and the strata upon strata of hierarchical positions of people with power over you.
And it's not referring to a specific government either. The mythological metaphor well, well predates the Chinese Communist Party, so it's not anti-CCP (unless it's trying to hard), and so it's a form of government commentary for which there's a bit of a cultural blindspot. After all, no one really believes the Chinese government is made of super-human magical power cases who are often arrogant, insufferable, flaunting their power (and mistresses), and deserving a punch in the face, each just a strata below the next level of even more powerful, more arrogant, and more beautiful mistresses...
So when Protagonist rises from nothing to soaring the heavens realms above where they started, punching arrogant pricks in the process and getting the babes that come with such power level, it's a pretty conventional metaphor for beating the petty-bureaucrats and the less petty-but-still-infuriating bureaucrats of the governmental hierarchy, which starts from local officials to provincial to party to national and so on. It's a 'rise to the top of your society' metaphor in the same way that the American anime sphere saw Naruto and quickly characterized it as 'Kid wants to grow up and be Ninja President.' And like Naruto, which was also at heart a mix of 'lonely kid wants to be popular with schoolmates' and 'dismissed loser finds his special skill and humiliates arrogant geniuses,' there's an element of not just rising in the system, but punishing the jerks who inhabit it.
The thrill- beyond the action and the babes- is beating the system that the reader intuitively understands, and the sort of pricks they've come to hate.
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