I agree. He doesn't get how serious the situation is. I think that turning Mika into a cursed gear it will stop him going crazy but what price?
There's a theory that Guy's behavior is either cognitive dissonance or he's just playing dumb (there's also a possibility that his behavior is a coping mechanism)
Here's the whole theory I found on Twitter which makes a lot of things about Yuu's behavior more understandable.
https://twitter.com/doglovermax/status/1356342046617972737?s=19
Plus I don't think Yuu's mentality is as stable as we think. Let's hold onto the hope that this mf is playing dumb cause I'm this close to dropping this manga but staying for Mika
Oh my lordddd!! Yu's behaviour is just pissing me off in so many ways.. hold it in, me ʘ‿ʘ