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I haven't read this part in the novel but I guess since Yoohyun lost his memories, he cried so much while trying to enter the dungeon? I mean, Riette and the others know really well what kind of person is Yoohyun, so for them to said it like that, it's possible that they saw the real younger brother side of Yoohyun that's rarely seen (since most of the time he's like 'I alone is enough to protect my big bro' or 'get in the way and you're dead'