I am not 100% sure but there are a few key differences. First of all, Flynn knows EVERYTHING about Yuri. I imagine they pretty much spent the first 18 or so years of their life glued together at the hip except maybe the one time they tried not to live together and it was a DISASTER. Flynn intimately knows how the cogs of Yuri's mind work and vice versa, so it's a LOT more exposure/being exposed with Flynn. I don't want to get tooo much into deconstructing Yuri and Flynn's relationship. There's also the fact that Elliot is his little brother so there's the sense of being protective of/being responsible for him that he DOESN'T have for Flynn.

Other factors!: Yuri is less insecure about his ineffectiveness BECAUSE Elliot (And Vincent and Raven and Cherry etc etc) give him a sense of focus and responsibility.

Does Elliot know Yuri is a murderer? What would he think about it if he knew the circumstances (Yuri killed two bad people who escaped being punished by the law as opposed to letting them be justly punished).