Fear stems from the unknown.
Now Yuri has gone rogue, and no one knows how ruthless this Soviet relic can be. In addition, including Gao Yi, no one knows to what extent Yuri can go.
Think about it, everything Gao Yi knows is what Yuri has said, and whatever Yuri says, he believes it.
So far, everything Yuri has done is barely within Gao Yi's knowledge, but this second nuclear explosion was definitely not something pre-discussed.
Too much trust in Yuri, too much indulgence.
And now, with this second nuclear bomb exploding, God knows what consequences it will trigger.