Actually, it's not that Wuzhu doesn't want to appear. I have already explained the whereabouts of the five beads in the TV series. Because Wu Zhu knew that Kuhe would attack Fan Xian on the way to Beiqi, Wu Zhu went to stall Kuhe, so it never appeared. After all, he is a great master, so it is very likely that Wuzhu had a struggle with him, which is why he never appeared.
Wu Zhu's absence may also be a suspense, which leads to more secrets for the plot direction of the second season. You know, Wu Zhu is the only one who knows Ye's past. He must know Wu Zhu's specific position in the temple, so Wu Zhu holds many secrets. Therefore, during the period when Wu Zhu disappeared, it is likely that Wu Zhu made other discoveries, and these secrets will not be announced to the audience until the second season.
Another possibility is that Wu Zhu did not appear, that is, he could not be exposed in advance that he had been protecting Fan Xian. Due to the crisis surrounding Fan County, the Qing Emperor and Pingping Chen have been using and designing Fan County. Therefore, only by secretly protecting Fan Xian can Wuzhu be the safest. If Wu Zhu exposes himself in advance, what he will do for Fan Xian in the future will be more restricted. Therefore, Wuzhu may know that Fan Xian will not be in danger, so she has been secretly protecting Fan Xian, so she did not show up at the finale.