Likewise, Lo Pan didn't seem to have much of a plan to rule the universe either, besides "become mortal and the rest will follow". He may be a powerful sorcerer, but as a mortal it only takes a knife to stop him. His mooks are tough, but the lesser ones die to gunfire and it seems like a decent military force could stop his plans for universal domination easily.
Before Lo pan completes the marriage to make him corporeal, he is corporeal enough to take a needle and draw blood from his brides to make him flesh again. This is never explained.
Why do the mooks keep fighting after Lo Pan dies? Thunder saw no point and self-detonated. The rest were just wasting their time and ensuring their own deaths in Lo Pan's collapsing fortress.