Really, without their captain, who can they expect as their leader? At least that's Yuri's thoughts about it. Rita would destroy everything. Flynn, while he would be a great leader, would just be rebelled against by Yuri and Judy. Judy, well they'd just go on a blood reign rampage, same with Yuri. And Raven? Sorry, Old Man. He's still trying to get his trust back in him.

"Even if it does, we'll take care of it."

Precisely why Yuri shouldn't be the leader. He'll beat the shit out of anything that dares piss him off.