That's not the directory's fault. It's just supplying an email. Odds are your browser is passing it to the OS and the OS simply pulls up the default email client. Since Yahoo is a web service, not a installed program, it usually doesn't get registered as the default email handler.
I'd suggest searching for
setting Yahoo as default mail client and see if that solves the problem. Not just for the directory, but for any page with a email link.
You might also be able to set it in your browser.
Have you searched the
Help Center? Try doing a Google search and adding "site:churchofjesuschrist.org/help" to the search criteria.
So we can better help you, please edit your
Profile to include your general location.