I use the Yoast-SEO-Plugin for some months now and I think it's a great plugin.
What I noticed is, that when you first disable blog-indexing in your WordPress privacy settings and then later reactivate it, with the Yoast-Plugin installed, there's no "index,follow" tags!
I searched in the code and found the following line in class-frontend.php:
$robotsstr = preg_replace( '/^index,follow,?/', '', $robotsstr );
After commenting it out, everything usually works fine and as expected. I dont really know why this line is there. Maybe the plugin checks if indexing is disabled and then adds this line and later forgets to remove it (after indexing is enabled)?