"stay" is a much simpler command with less moving parts and interpretability to it. her power to command doesn't seem to be strong enough that, if you have to think her commands through and make decisions to follow it, you still have to do what she says.
And I'm also thinking that Yura was more shocked by the idea/authority that came behind the order. Even with the fake gun and the idea she can't hurt Ruruna... I think the -actual- thing controlling Yura is the lack of wanting to make Wakana actually angry, and bursting the fake bubble that the two other girls have going on. I think really do think that Ruruna didn't actually turn them properly and they are using this excuse to live out their dreams.
Until we see straight up proof, actual proof with Yura having a thought bubble "What, what's this? I really can't? This isn't a game anymore... this.. I can't disobey!" then I simply believe Ruruna actually failed all this since she's never tried sucking blood before and just finally gave in. That's why the church didn't instantly find out.