Although Ye Fan didn't kill Nuwa, he did learn some origins of the calamity from her, and after rescuing Mo Xiaoyan, Ye Fan felt his journey was worthwhile.
His main purpose was to save Mo Xiaoyan, and now that Mo Xiaoyan safely returned to his side, aside from some mental damage, she had not undergone any physical torture. She was safely back by Ye Fan's side without any major issues.
Ye Fan also realized he didn't have the capability to kill Nuwa, so there was no need for him to stay. The information he got from meeting Nuwa didn't seem to be of much value to him.
Regarding the calamity, he already knew beforehand, and actually didn't need Nuwa to remind him. He knew the calamity might be a punishment from the upper-level creator to those who practice cultivation. As for whether he had the ability to save the world from calamity, he himself was uncertain.
