@calliberjoe
Honestly, from my perspective it's not like she become a yuri but her thought process is more like this:
Katarina stole Julius's attention by dying all the time
Plan A : die more than Katarina (failed)
Plan B : prevent Katarina from dying so 
                 she can have Julius's attention.
                 and if she died protecting her, 
                 she will be the one revived by 
                 Julius.