This is kind a weird of Yii - why I can't just do something similar to:
$this->uri->segment(1);
Many FWs have this feature, so simple and obvious.
PS Also, why I should write methods in Helpers like above to do things FW must definitely do? And yes I don't want to act like:
$request = new Request();
$request->setUrl('/site/contact');
Yii::$app->urlManager->parseRequest($request);
This is totally stupid, not after setting the url - just f***ing grab it like in old wonderful days. They should write an alternative either.