During Vampire Knight (the first season) Yuuki shares a room with Yuri. During Vampire Knight Guilty, though, when they are all out for break, Yuuki's room only has one bed in it. Why isn't she staying in the dorm anymore? Where is she staying instead?
There are a number of guest rooms that Kaien has for guests; I'm quite sure Zero uses one of them himself, and you see one used when Hanabusa stays behind when the Night Class goes off for their break. I'm also quite sure Maria stays in another one after the end of the first season.
The room Yuuki is in, I think is a "special" room saved just for her by Kaien (if his mentality is anything to go by). Keep in mind that Yuri might have left the campus to visit family, so it's quite possible that Yuuki only stayed in the same room with Yuri because she was there, and that the room in which she is seen in Guilty is probably her original room.
But, the reason why she's in there may be related to Kaname.
Even Shizuka's death was a part of Kaname's plans to draw out the Senate, have them release Rido, and then have Rido killed using Zero. Kaname knew that while he wasn't around, and Yuuki's memories were still repressed, she could become a target since Rido was always targeting her. Remember that Ichiru did try to get Yuuki to drink a vial of blood while she was sleeping, but Hanabusa stopped him; hell, knowing Kaname, he probably knew what Akatsuki said to Hanabusa and knew the exact reason why he stayed and knew that Hanabusa would protect Yuuki for him.