Most roleplayers are also humans who find it hard to see it from the perspective of, well, aeons-old creatures given that none of us are actually aeons-old creatures. I do not say this to justify any characters or faults in RPing, only to explain potential actions. Here, however, is my justification for my characters.
As you say, Sabrina is indeed a normal human with powers. One who is incredibly low in self-esteem, to boot, justifiably; being a descendant of a monster hunter whose name is feared in the world does you no favours in the modern world where most people don't even know what a monster hunter is.
Yuri, however old he may be, is a spirit whose purpose is to serve humans and be their companion; the perfect butler, bodyguard and companion all in one, which understandably requires a certain level of intelligence and empathy. As such, his kind have a human-like psyche; otherwise it would be extremely difficult, if not impossible, to have any sort of working relationship of the kind domovoi have with humans. And thus, Yuri must think like a human, in order to understand how best to serve and help them and tailor his services. Too brainlessly loyal, and the domovoi would simply be yes men to their masters; likewise, too ruthlessly intelligent makes them unable to empathise and be a companion to their masters. However, with a human psyche comes human problems and emotions, so however old he is, Yuri will act human because his mind is human-like.
And yes, I emphasise human-like. There are some concepts he finds hard to grasp, but humans being far more plastic than just about every other supernatural creature out there and domovoi minds having been molded to emulate or outright become like that, he can pick it up easy.