It is devastating, i was sure that the whole "cold as ice" type of character that Yen showed previously would mean that she wouldn't get hurt but it was one of the few moments that i thought i should have picked her instead of Triss and it really made me feel enough sorry for her that i started a 2nd playthrough in which i romanced her.
Yeah seeing Yen's reaction to it means I'll probably pick Yen in my 2nd playthrough even though I love Triss. The main reason for me picking Yen is because she actually shows devastation from being hurt. If you reject Triss at the boat, I don't think she really does from what I've heard, and she just comes back later anyways.
That and the fact that there's just more Yen content anyways which I haven't seen. Yen's romance with Geralt just seems to spaced pretty well throughout the game. Triss's romance is not at all spaced right. It's front loaded at Novigrad and then hardly anything after you've sealed the romance.