Andrew's sudden proposal took Yuri by surprise, not only because of how sudden it was, but because of how strange it was. She wasn't stupid enough to not know that Andrew must have been watching her since she arrived, even though she didn't notice the watchers.
For this reason, she was aware that Andrew must know what happened inside the room during Duke's service. She also ran a pleasure house and she knew that while these businesses place great importance on privacy, that means exposing what happens there to the public, not spying on what happens.
Knowing this, Yuri became guarded and misinterpreted what Andrew meant and responded by saying, "Mr. Andrew doesn't have to threaten me, I won't start silly rumors, I'm not that short-sighted."
Now it was Andrew's turn to wrinkle his eyebrows in confusion, as he did not understand Yuri's response, but soon the thought came to his mind, and it was that Yuri had misunderstood him and taken his words as a threat.
