I think the frustration might be something they have in common. (Not necessarily for discord, but I can see Midna being very frustrated over the Meredian / Zenith stuff in general. Perhaps they could both use an outlet for things.) I think we joked about it previously, but clearly Yuri could just make things worse.

(Or make things better later on.)

Whether he comes to see her or she goes to see him, around the attack on Springstar, she'll want to make sure he's okay, so I can make either of those things work out. She'll brave the sunlight for him.