Yuri is happy that her "friends" came to save her instead of a hero. The important word is "friends" as in, plural. Not only Melissa, she seemingly sees Nine and possibly even Yona as her friend too.
Makes me feel like she will break her chains after seeing Melissa refusing to back down, despite "losing" and help Nine kick Migen's shit in. Nine could do it on his own too, but I feel like this is the perfect opportunity for Yuri to break the chains of destiny and finally free herself.