Please don't let her become just one of the person she will save in the story. Like that one that seems important but the she saves her and we never see her again... I wish badly for yuri or at least for her to stay around so we can have subtext.
My read on this might be wrong, but since she knows Shy's identity at least for the moment, and Shy could absolutely use someone to help encourage her that isn't a powerful hero already... she's likely going to end up being the hero's confidant, that one friend who know who she really is and helps keep her head on straight.
I kinda hope that's the case, at least.
Yay, I made the easiest prediction ever =p
In all seriousness, I'm glad she is sticking around, and I like their dynamic already.