It was something Yuhi avoided asking her. The topic isn't taboo since they both work in this business but for the two of them who once spoke about their dreams to have a normal life, it was a sensitive issue. Although he resigned from the underworld organisation Holy Knights, he only stayed away from underworld matters for a short while.
Before he knew it he gathered his own group of people, and thus akagumi. At first Yuhi did not intend to do anything with the group. They can all gather around him due to their respect and all that, but he didn't care for them. But several incidents lead to them becoming close.
He couldn't leave them alone, even though normally he wouldn't involve himself in impossible looking situations. They are the ones who gave up on leading normal lives, they all chose to take this path. They should be responsible for their own actions.