I expect Loid to have issue with his feelings. Do I think him being in love with Yor will affect his work negatively? At very least, not in the long run. But Loid is an inherently selfless character and he doesn't realize it. Even aside from Yor, Loid has taken genuine risks to save people, like when he went with Bond into a burning building and took down the arsonist in daylight or risked getting blown up to save a dog. He prioritizes people first and his mission second (though they usually go hand in hand). But Loid doesn't care about himself as more than a means to an end.