Deun Yu always claimed to dislike martial arts and refused to train in them. He ran away from a luxurious life in the Dali royal palace just to escape from letting his uncle Deun Jing Ming and his adoptive father Deun Jing Tsun force him to train in the martial arts.
Once out of the palace, however, Deun Yu gets himself involved in la vida wuxia, and I swear, he seems to enjoy it. The Dali prince might not have liked martial arts per se, but he did seem to like the adventurous life...taking part in daring deeds and acts of chivalry alongside wulin heroes, even if (at least at first) his martial arts limitations only allowed him peripheral involvement in some of these adventures.