Responses
It's most likely because he's in a denial tho rather than being naive. He probably knows what's up deep inside but because of his past, he thought that to be needed, he needs to be useful which is why he thinks that him being used is perfectly normal. Some also said that his mental state is probably what caused him to act how he is right now and why he's just going on with whatever Guren says. If Yuu ever breaks down then it wouldn't look good. If he goes into Mika's dream world and sees Mika's desires, that'll most likely be the time where he'll break down/realize something big.
This is just my opinion but am I the only who dislike Yuu because he is too naive? To be honest, I don't give a fuck about guren's selfish reason to destroy the world or maybe just anyone in this manga. I just don't want Mika to be hurt anymore.