I'm pretty sure Jimmy is fine with Yuri sleeping around, that's how stupidly devoted he is (⌒▽⌒)
The whole "kill me" thing was most likely Jimmy giving Yuri the permission to be as intense as he wanted to be. In french we call orgasm "petite mort" (= little death), I think that line was supposed to sound sexy, haha.
And Yuri is to straightforward to play someone. Him being exhausted from the sex and genuinely crying afterwards is kind of a proof of mutual love.
Don't worry to much about them (there's plenty of drama awaiting us with the other characters)...

I’m all for the Yuri x Jimmy ship of course but I just can’t seem to overlook the conflict around this possible relationship. Jimmy pooeeee baby been through some shit the whole “kill me” scene made my heart drop I was NOT expecting that but while I am glad Yuri has become a lifeline or ray of hope for Jimmy I hope Yuri lives up to it he need to probably cut back on those dick appointments we all love unfortunately for the sake of jimmy he better not play him or he might end up being the one that’s gona push him over the edge