Oh, Heavenly officials go to the mortal world all the time. We have to grant our believers' prayers, after all, and take care of ghosts and demons and things like that. We're just... not allowed to interfere with human fate.

[Because then it ends badly, hahahaha, don't ask Xie Lian how he knows.]

Usually, if we have to go down, we'll appear as something different, so normal people would not recognize us.