It seems that Yahoo Site Explorer has been migrated to Bing Webmaster Tools:
With the completion of algorithmic transition to Bing, Yahoo! Search has merged Site Explorer into Bing Webmaster Tools. Webmasters should now be using the Bing Webmaster Tools to ensure that their websites continue to get high quality organic search traffic from Bing and Yahoo!.
So I assume that we will be seeing the Yahoo Site Explorer verification option drop out of Yoast's WordPress SEO plugin?