We discover a "no semistability at infinity" phenomenon for complete Calabi-Yau metrics asymptotic to cones, by eliminating the possible appearance of an intermediate K-semistable cone in the 2-step degeneration theory developed by Donaldson and the first author. It is in sharp contrast to the setting of local singularities of K\"ahler-Einstein metrics. A byproduct of the proof is a polynomial convergence rate to the asymptotic cone for such manifolds, which bridges the gap between the general theory of Colding-Minicozzi and the classification results of Conlon-Hein.