Yu Chen had another reason he hadn't told Hiromi Jounouchi about, one that made him unwilling to become divine. It was that deities had a Divine Duty, which was a part of the world's rules. By taking this part of the rules for themselves and turning it into their authority, they also bound themselves to the rules of the world.
If Yu Chen had not known about the existence of the Multiverse, being tied to one world as a deity wouldn't have been much of a problem. However, having witnessed the vast and boundless Multiverse, to still be constrained by a single world would seem too reckless and unwise.
The taste of freedom is so fragrant that even the supreme glory and the temptation of immortality of a deity cannot make me submit.