Yukki had a hunch at first but he quickly feared her. The thing is that she's his lifeline/shield for now. Without her, he'd be dead multiple times. He also probably knows deep inside (feeling becoming fear) she might turn against him either when her love turns to hatred or when they are the last 2 players... It has been clearly stated that only one must remain.
You could say he's been very lucky till now, with events going his way, making right decisions even by pure luck. Or he's utterly smart/badass. Another idea would be he's really the true God of the game, ie the one who created all of this game/rules and false god so he can't be dying no matter what.