Yep, because in-game he can equip only one.
Also, I'm going to vote against him anyway. Unfortunately I'm not really knowledgeable on him, or rather don't remember much from him, like I do from many other characters in the series, and his profile doesn't help in this regard.
Heatblast seemingly outranges him by a lot, and him focusing on throwin fire from the distance would naturally be effectiv against someone who's limited to sword-range.
From the few things I've seen on HB's file, in this form he can even fly and drop giant fire constructs. Yun might get an edge if he manages to close up and constrain HB to h2h, but even then he has no resistance nor answer to someone who just spreads fire around, and could potentially melt his sword.