Pretty much mad scientist, she noticed Melissa saying crazy stuff while bleeding out and wanted to investigate for research purposes, even Melissa already fears her to be a kind of mad scientist, and by Melissa's comments, it seems that the mages in the area tend to be either a bit too violent or ones that really really love rare beings or health cases to research on.
...Yuri is one of those, Melissa was just a great test subject and she gave her best creepy smile, as for her passing out before, that was Melissa not being able to handle the two energies in her body after being in a fight, even if it was an easy one, and keep in mind that Yuri has no trouble showing non-heroine faces in front of Melissa, she can and will show some creepy and awkward faces.
Like in a lot of stories, it turns the heroine is a bit different than what the original story presented, it's just that here she loves people with rare diseases and health problems so that she can research and learn, but she isn't the kind to kill people and still wants to learn more so she can better heal and help people...also just because she just loves learning in general.