The path of the Flame Haze is that on which they make the tough choice of sacrificing everything to fulfill the goal: kill Tomogara in order to quench the thirst for revenge.
That's what I learned from the conclusion to Margery's flashback.
But it wasn't that bad for Yuri, since he actually did something and not just standing there uttering over and over the same words... 'wanting to save', or 'wanting to protect'.
He requested the power and with that power he backed up those words, prioritizing the goals of the Flame Haze but at the same time living up to his own beliefs and morals.
Therefore, Annaberg would have been very pleased to learn that he was killed by a Flame Haze, who used his powers for more constructive reasons and not going ape for revenge. Too bad for that Tomogara that it wasn't the case.
My interpretation on Margery's reaction upon returning to the tavern and at the end of the episode is, the way I see it, she felt some unneeded uneasy or void. She didn't hesitate to sacrifice Yuri who step in the way in order to save herself for another chance in her quest to search for the Silver.
She usually never thinks about her actions once, but she did so at the aftermath of the fight.
Margery made clear two things:
1. She will keep on sacrificing everything and even those mean dear to her for the purpose of her revenge.
2. She doesn't intend to continue existing after destroying the Silver.
My opinion is that in the present-day while in her sleep she cried for sacrificing Yuri in order to preserve herself on that day and fears those memories will fade the more she plunges in the battlefield and the rage consumes her.