The fact we aren't back home makes it even more important that we question everything. I care about him too, but that doesn't mean I don't understand the fact he's still just a kid. It's our job to make sure he learns and grows up to be the best King he can be.
He can't do that if we never let him know that we disagree with him on something. That we see he's done something wrong and needs to think about his actions more.
[Josak isn't in the mood for Conrad's "The light shines from Yuuri's ass when I kiss it" routine right now. Now it's about more than just Yuuri's actions against Wolfram, but also their failure to properly support their Maou.]
A good King knows he doesn't need someone who tells him he's never wrong. He needs someone who is honest enough to tell him to his face when he's screwed up and needs to fix things.