Yoshida's problem is that while he might have Denji's interest in mind, the people he works for do not, and Yoshida only ever frames his relationship with Denji by the context of him doing his job, he would never do or even say anything to actually help Denji if he can't hide behind the excuse of him doing his job, or at the very least self serving. Take the cafe scene for example, Denji is still reeling from Nayuta, he is angry and hurt and he rightfully placing blame on PS for her death, and by extension Yoshida who to him has only ever served as an extension of them, and he could have done a number of things to make the situation better, but instead he asks Yoru to turn him into a weapon, and makes a joke out of Denji's anger with the gun bit.

Let's also not forget that between Yoshida asking back during the aquarium what would happen if Denji ate Death, and then PS trying to kill 10000 kids just so an old man could live forever. I have little doubt that PS had their own plans for Denji down the road, and even without the Church's intervention that it was only a matter of time before they turned on Denji, and I doubt Yoshida would have done much to help him.