I think it's a bit hopeles to consider what would be considered embarrassing when the series already established that Yukina has a strange kind of common sense going on there. Maybe the moment she left the door in her mind she'd already decided what was within limits and what wasn't. Not like she could control her skirt flying up, but what was bare minimum allowable while still fulfilling her mission was under her control. Think you just take it as what was barely allowable from Yukina's perspective and that be that.
What is ok for a normal person probably doesn't apply with her
. Strange thinking her part, but some strange decision making isn't really anything I'd be surprised about with that girl
.