Because Yahoo kind of has died due to their poor planning and resistence to change. Now they need somethng good and disruptive to get back into the game again. They also made some bad acquisitions in the back which costed them a lot.
If they make a Crypto Exhcange and they run it well then I think most of the people will or would be incline to shift the Yahoo due to their credibility. If they become successful in it then you know the power of Crytpo. What else they can't do? They can do anything from becoming giant in the blockchain world to making thier own blockchain and introducing their own coin.