Nightmares were not the problem Yuuri had to deal with. Rather, it was waking up that was deeply unpleasant. If that made it difficult to fall asleep, well. That was understandable, surely?

She had gone out to wander because she didn't know how to explain why she's having trouble sleeping and because fresh air felt like it would be helpful.

"I didn't expect to run into anyone this late." She says it with not small amount of worry. He definitely looked upset...and he had been so nice when they met that she wishes he wouldn't be upset. "Were you also having trouble sleeping?"