It's a reference to Margaret Thatcher, who once said in a speech
"You turn if you want to; the lady's not for turning."
Not for means not in favour of, as one might say "I'm for equality" to mean they support equality.
The intended clever part of the line was you turn, which was intended as a pun for U-turn, a type of manoeuvre in a car where you turn to point in the opposite direction in a smooth, uninterrupted movement. In UK politics, it means to abruptly change direction in terms of policy. I believe the equivalent term in American politics is "flip-flop". Margaret Thatcher had been urged to reverse a policy, to do a political u-turn, and her speechwriter came up with "you turn if you want to; the lady's not for turning."
In this case, it is a way of indicating that this Yuriy is unwilling to change his plans.