The Celestial Armour is a Grade 4 Artifact that Nie Li received as a reward for placing third of the Saint Soul Board. It has a breastplate with a powerful defensive capability, so that an ordinary expert would never be able to penetrate it. It also has that ability to protect a person's Fate Soul from dispersing, thus creating a chance to escape. Back in the Tiny World, after the Demon Lord’s limbs were chopped off, he’d managed to escape using a Grade 3 artifact that guarded his Fate Soul in a similar way.
The Grade 4 artifact was so precious that you’d only encounter such a thing by extremely sheer luck; it would be next to impossible to find such a thing, even if you were looking for it. It priced for at least ten thousand spiritual stones, probably more. To ordinary cultivators, ten thousand spiritual stones was an unimaginably vast fortune.