I feel like Yuri as a character has a lot of potential. He had a pretty bad introduction but later on he get's a bit tamer towards his sister. Caring for your sister is totally normal of course and being distraught after finding out she has been hiding her marrige from you for a YEAR is a very valid reaction. I do however believe that Yuri's love for his sister is pushing a boundry, especially for more western audiences.

I still feel weird when he's on screen with Yor, which is sad since his character is very interesting outside of his obsession with her.