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Theory: Yon Goh belongs to a lineage of heroes
Based mostly of events from the latest version it's possible to assume that Yon Goh's family must be important, as when challenged by D4 in the real world he mentions being the fourth generation of the Kaen family. Some items in his equipment can also indicate this, as his weapon is a sword described as only used by Kaens (as an addition to this, all arts in this game are replaced by normal items when Yon Goh is awake, such as a backpack, an eraser or a cellphone, but the Sword art becomes a sword described as legendary and that has been handed down Kaens), and he has an amulet described as a blessing from the Kaen god, which could be seen as implying his family got the blessing of a god at some point.
It's also worth noting that the city he lives in is also named Kaen, so he could belong to a family of local heroes and the city was named after them.
Him belonging to an important lineage could also explain why D4 acts how he acts, as he claims to be "an artificial human created to [make Yon Goh stop existing]", if he is an important hero it would make sense to have people trying to attack him.