Why didn't Xiao Yu save her life in the ending of King's Landing?

Because Xiao Yu will inadvertently become a medicine man who only knows how to kill people and use him to seize the position.

Unintentional is the son of Ye and Yi Wenjun, the founders of the Magic Sect. After Ye Zhi Ding committed suicide, he was unintentionally fostered in Hanshui Temple, and was raised by Master Forgetting Worry. After Master Forgetting Worry taught the thirty-two secrets of Unintentional Luo Cha Hall, his unintentional martial arts can rival the white-haired fairy.

Bleak launched the Apocalypse Plan in the King's Landing Plan to compete with the White King and the Red King. White King was not afraid, but the Red King was cruel and despicable. I didn't care about the bleak, so I went to the apocalypse. I don't know much about my half-brother.

And Xiao Yu wanted to help him complete the plan by unintentionally, so Xiao Yu wooed unintentionally and took the opportunity to turn unintentionally into a drug man who only knew how to kill people. But it's all in an unintentional plan. Finally, Xiaoyu's plan was broken with the help of demons.

Bleak and LeiWuji inadvertently saved:

Unintentionally, in order to stop the Red King's plan, they made their own medicine man, but bleak and Lei Wuji saved Unintentional and made Unintentional lose his life. After the bug proclaimed himself emperor, he left Beili unintentionally and returned to another world.