Yield Curve Flattens short

Chuckrox8

Can somebody explain for a Pension with:

Duration Assets: 5.6
Duration Liabilities: 10.2

How a flattening yield curve is the worst case scenario?

I understand how a parallel shift up would be beneficial for the surplus as liabilities decrease more than assets, and if its a parallel shift downward this is bad for surplus, as liabilities increase more than assets...

But the flattening is still confusing... what if short end comes up and long end stays put, or long end comes down and short end stays put? Or lastly, if both short rates move upward and long rates come down....