Very similar to Power with Denji; she's cared for a very long time; she simply didn't realize it as it happened/considers it as something that is against her nature.
Throughout CSM we've seen many times that while devils are inherently selfish and self-centered they are capable of caring for and even sacrificing for others.
True, but it's also been stated that the more a devil resembles a human physically, the more they act humanlike and get along better with humans. Seeing as the four horsewomen seem to take completely human form, Yoru should be capable of very human emotion.
Then again, Yoru's chosen form before she took over Asa wasn't a human, but a
bird. So I think there's something very important hidden behind that whole bird imagery, with Bucky, pidgeons literally everywhere in part 2 etc. Maybe the fight club theory is right after all. If Asa has a bird thing going on, it makes sense that Yoru looking like a bird would be something concocted by Asa's mind.