Wang Qi had some empirical evidence that he hadn't told Chen Feng about, such as this one, placing the Heart Demon Curse on the Banished Immortals.
The Immortal Alliance ostracized the Banished Immortals, but theoretically, as long as the Banished Immortals did not cause trouble, they were still protected by Immortal Alliance Law. To place curses on them was just as much a violation of the rules.
Upholding the rules is the same as maintaining negative entropy. Rules are the cornerstone of an organization's existence. This is also the reason why the Immortal Alliance itself hadn't placed curses on the Banished Immortals. A single Banished Immortal certainly couldn't destroy the Immortal Alliance, but if it violated its own principles and couldn't even defend its own baseline, then even without destruction by the Banished Immortals, the Immortal Alliance wouldn't last long.