I can understand why Anzu felt conflicted in this chapter.
We all know that she’s very much into Yugi. However, she assumed that Yami Yugi was just a split personality, and not a different soul altogether. She is torn between having feelings for two different entities and probably feels guilty about it. She’s also unsure how long Yami Yugi is going to last for. She just had that realization so I’m curious to see how she will begin to feel later on in the story.