Shen Luo was kidnapped by the Sunday Night School. At first, he was almost scared to death, but under their "earnest teachings," he slowly realized that those people didn't intend to kill him, nor did they plan to harm him.
Once he was sure of his safety, Shen Luo did try to blend into this "large collective," but a person's three views and psychology can't be changed easily. Moreover, Shen Luo wasn't an "ordinary person." He had spent a long time in the Shrine Memory World and had seen too many terrifying things.
Originally, Han Fei intended to completely erase his memories, but with Kuangxiao's "help," those memories were constantly twisted and altered. Kuangxiao even thoughtfully merged part of his own memories and the consciousness of Dream, stuffing them into Shen Luo's brain.