Supreme Heaven, as a half-step eternal level world, naturally has its thresholds for entry, not just anyone can enter. At the very least, one must reach the Realm of Primordial Chaos.
As the Taoist Ancestors said, the Daluo Jinxian of the Primordial themselves are carriers of the Tao. Thus, they can enter the Supreme Heaven without fear of being assimilated by the Tao and principles within it.
Cultivators below this realm can also enter Supreme Heaven, but cannot stay for long. After all, their cultivation is too low, not yet fully carrying the Great Dao, only a part of it.
Therefore, if they stay long in Supreme Heaven, they will be assimilated by the Tao and principles within, becoming a part of it and completely losing themselves.
To lose oneself is basically the same as dying. The ancient Daoist Venerable Xuantian lost himself, his True Spirit merged with the Heavenly Dao, completely assimilated, never to appear in the world again.