It's not scary for a person to be petty, but when someone like Big Ivan becomes notoriously petty, then it truly is terrifying.
This is Ukraine, not the United States, and Big Ivan's notoriety means that if he were dead, everything would be simple, but the problem is there's no evidence to prove that Big Ivan is indeed dead, so although Ukraine has changed, Big Ivan's allies still exert significant influence over the country. Therefore, Jethro's life won't be easy, and needless to say, neither will Yang Yi's. It's simple logic.
Yang Yi had heard about Big Ivan countless times and had spoken of him as well, but his understanding of Big Ivan was limited to legends. Although he had already imagined Big Ivan as a vengeful arms dealer, Yang Yi's curiosity about him grew even more.
After all, Big Ivan wasn't Yang Yi's enemy; Deyo was. And although it was Justin who dealt with the intel purchase, in the end, it was Big Ivan who paid for Deyo's address.