Great plugin Yoast.
Since the last update Version 22.214.171.124 I noticed that the sitemap is missing last modified date on the sitemap_index.xml page for each of the tag files e.g. post_tag-sitemap1.xml.
Then Google Webmaster is throwing errors:
An invalid date was found.
From Google WM:
Please fix the date or formatting before resubmitting.
Parent tag: sitemap
I deactivated all plugins and switched site to Twenty Fourteen theme and unchecked and rechecked the box in the SEO plugin: Check this box to enable XML sitemap functionality.
To recreate the files. The problem still exists.
I hope this is clear, if not get back to me.