How does this transformation for Euler Scheme in mean reverting SDEs alleviate instability?

Question

I saw this text in the book - Interest Rate Modelling by Andersen volume 1 on Page 112:

I am unable to understand:

1. How does instability arise when we use the Euler scheme on X(t)?
2. What change does the transformation to Y(t) make?
3. The last lines say that the transformation "will center X around its analytically known mean". Isn't the mentioned mean expression same regardless of the transformation to Y(t)?