I think Guan Hong loved both Yelu Xie and Wu Lang, but in different ways. She and YLX shared a more passionate and fiery type of romance. There were sparks flying everywhere when Guan Hong was with YLX. YLX was the type of man that made her heart thunder rapidly each time he turned his dark, mesmerizing eyes on her. He represented danger, thrilling and adrenaline-pumping kisses in dark alleyways, wild and uninhibited sex.

Wu Lang, on the other hand, was a safe harbor for Guan Hong. Where YLX was everything dark and exciting and uncertain, WL was calm, stable, and dependable. She loved him because he represented security. He was a good man, handsome, and came from a good family. He was Sung by nationality, and hence, the more politically correct choice. And loved her, just as YLX did, too. By choosing WL, Guan Hong made a sensible and safe choice, rather than gamble on a life with YLX.
To be honest, if I were Guan Hong, I would have trouble choosing, too. I like security that a man offers. What woman wouldn't? Every woman wants to know, with a relative degree of certainty, that the man she picks will give her a good life, won't cheat on her, and will love her to the very end. But sometimes, love is one big gamble. Nothing is an absolute guarantee.
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How could Guan Hong have guessed that WL would eventually leave her in the end? Perhaps, she would have been able to live happily ever after if she had only taken a chance and had chosen YLX instead...