Upon hearing that voice, Yuri turns around expecting someone to be there... but sees no one. His grip on the rope that connects to his blade tightens, as if ready to assume a battle position, but sees no need to enter one yet. While he knows he heard that voice, he does wonder if it was something in his head. With a shrug, he looks back down to the cockroach...

"Well, looks like I'm imagining things."

Yes, he's talking to the cockroach, but hell, he talks to his dog and cat, what else is new?