Nah, I'm pretty sure the danger comes from baam's ability to create paths guides can't see. The guide doesn't know what Yuri's path will be because she's now on baam's path, which he's basically making up as he goes along. His job is to lead Yuri away from paths that might end in her death, he doesn't know where baam's path may go, therefore he can't know if it ends in death or not.