Marcello intended to annihilate everyone here, whereas James disagreed, believing that such a plan was unrealistic. Even though many perished just by attempting to pass the first barrier, there were still at least 7000 of them left. Besides, those who managed to pass the barriers would be the best of the best. Annihilating them all would be nigh impossible.
Currently, the best way to obtain the Celestial Abode was to pass the nine barriers. With that thought in mind, James hastened his footste