Pretending to have amnesia is quite boring, especially when trying to fool MI5 with such an act, which is essentially an insult to their intelligence.
Because once torture is employed, all of Yang Yi's pretenses will become meaningless, and playing dumb will only serve to add some humor to the situation.
However, at present, Yang Yi can afford to pretend to have amnesia because he is a wounded patient. Even if MI5 wants to interrogate him, they will have to wait until after his body recovers enough to withstand their coercive methods, at the very least.
Moreover, Yang Yi has a favorable condition on his side. He went missing at the age of eleven. MI5 might grasp his situation in the United Kingdom, but they have no idea where he has been during these past ten-plus years after his disappearance.