That's because Mavis is a boss.
And yes, Yuri believes that 'Zeira' is Mavis's 'imaginary friend' but in reality, Zeria is still there (somewhat), he just can't see her. Which is pretty much the entire concept of an 'imaginary friend' in a nutshell, but hey...
Damn it Mashima... you're gonna rip out our feels in the near future, aren't you... You already know that Mavis crying for real induces RROD in most of us...why would you do this??!