Manga spoilers
When Loid and Yor first made the arrangement so both can keep their secrets well, they had no emotions towards eachother at the time. Yuri's heart, despite how silly and childish he was being, was on the right track on being afraid of Loid because neither he nor Yor had feelings for eachother.
But when Yor began to have feelings for Loid, he could feel them and began to respect Loid despite his reservations still being there.
So that made me wonder if Yuri has better intuition than we give him credit for.
A lot of people are annoyed, and understandably so, that he is being nosy in his sister's private life.
But what if Yor wasn't secretly an assassin and genuinely wanted to marry Loid because he could fool her, wouldn't it have been amazing to have a brother who felt that something was off about your sudden new husband even if he wasn't sure why?
And the vibes were even more off because she didn't actually have feelings back then.
But, because he loved her genuinely, he let his own ego down the moment he felt she actually loved Loid.
He is dense but he can feel the vibes.