In Solo Leveling Season 2, fans see Sung Jinwoo acquiring a lot of powerful shadows due to his newfound ability as a Shadow Monarch. His ability lets him gather the shadows of his enemies upon defeating them, which he can summon later as his minions.
During the Red Gate arc, Sung Jinwoo comes face to face with the Ice Elves. He eventually defeats them, getting the opportunity to acquire their shadows as well. However, the Ice Elves weren't strong enough and were easily defeated by him, so he did not feel the need to acquire them.
Disclaimer: This article contains spoilers from the manhwa/anime and reflects the author's opinion.
Why didn't Sung Jinwoo add the Ice Elves to his collection in Solo Leveling Season 2?
The Ice Elves were a group of organized assains, proficient in fighting and shooting arrows. However, Jinwoo possessed even stronger troops who defeated them quite easily. Upon witnessing this, Jinwoo lost the desire to acquire the Ice Elves. Moreover, he had recently acquired two more powerful shadows during the incident, Iron and Tank.
He realized he did not need to acquire the shadows of every creature he encountered because of his already extensive shadow army. However, he showed interest in acquiring the Ice Elves' leader, Baruka's shadow, but failed even after three attempts. He ultimately concluded that Baruka was too strong for him to acquire and left the dungeon.
What went down in Solo Leveling: Red Gate arc from season 2?

Upon entering the Red Gate dungeon, Sung Jinwoo and his party got a first glance at the Ice Elves hiding in the trees. After seeing Jinwoo capable of stopping their arrow, the Ice Elves retreated, only to return later. Meanwhile, Jinwoo and his party were attacked by Ice Bears as they proceeded deeper into the woods.
Sun Jinwoo easily defeated the Ice Bears and acquired the shadow of their leader, naming it Tank. Right after, the Ice Elves returned with their leader, Baruka. Upon denying Baruka's request to hand over the rest of the hunters, Jinwoo was attacked by the Ice Elves. Jinwoo, being a shadow monarch, summoned his shadow army to match the strength of the Ice Elves and overpowered them.
During the battle, Kim Chul tried to attack Jinwoo, blaming Jinwoo for scheming against him. Jinwoo summoned Igris to kill Kim Chul, only to revive him as a shadow soldier he named Iron. With the help of Iron, Jinwoo defeated Baruka. After trying to acquire Baruka's shadow, Jinwoo failed after several attempts and exited the dungeon.
In Conclusion

Sung Jinwoo realizes that conquering an entire dungeon is not a one-man job, and he will require help, no matter how strong he gets by himself. He sees the importance that each different creature holds in battle in terms of both ability and strength.
During the Red Gate arc from Solo Leveling season 2, fans see him realizing that he does need all the shadows he comes across. He already knows he will be more powerful due to the system's mechanics, giving him the liberty of being picky about which shadows to acquire for his collection.
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