Mistake of a Mistake
Factual errors: If Chon Wang is an Imperial Guard, then that means that PeiPei is an imperial princess (i.e. Emperor's daughter). In the movie, the guards all call her "Gong Zhu", but that refers to a king's daughter. An imperial princess is supposed to be called a "Ge Ge."
Actually, Chon Wang IS an Imperial Guard, but Pei Pei isn't. Her father DOES appear when she is talking about her future Husband(An Imperial Family member).
She is a Kings daughter, not Imperial.
Chong Wang and the other 3 guys were selected by the Emperor to save the Princess.