He sacrificed so much to be with her. Even though so many people were against their relationship. Akito remained by her side, leaving her never crossed his mind. Akito saved her because of what Izu said to him. Setsura already knew their meeting wasn't a coincidence.
But, even then, she felt that regardless Akito would have helped her. She spent so much time with him - in this foreign place. The only person she truly knows is Akito. Meeting Yang was unexpected and even Izu. However, neither of those two brought the same amount of comfort that Akito did.
It isn't Akito's fault that they have to break up. But, there was no choice whatsoever. If she doesn't break up with Akito, Yang will cause problems. If she recalled correctly, then that guy will get violent. No matter what happens, Setsura didn't want to see the two fighting. It would be far too painful to do so.
