Yes, Mayo is almost certainly better than Urias, but do you really want him up here getting an Urias amount of plate appearances?
As to not wanting to lose an "asset" in Urias, the Orioles have likely been shopping him for a while. He's not the kind of guy teams want to trade for, and if they do trade for him they don't offer much. If we DFA'd him and someone claimed him, I'm not going to lose sleep that we missed out on a Latin lottery ticket type player by not trading him.