Uh, I dunno if creating another Underworld would work -
and besides, people might demand proof of the destruction via RATH handing over the servers. Memory erasure is the only way to prevent people from AW from even
referencing it, anyway.
Yui doesn't have to intrude in BB. Oh, she might investigate it to see if there's a connection to Kayaba, and would definitely tell Kirito about it, but there's no need to reveal it to the world as long it's not going to be fatal to its participants. For all we know she's in BB herself, in the background...somewhere, doing...something.