Yahoo does seem to be a regular user of the iFrame tag, I suppose to import data or adverts after the email is opened, this saves the email from being overly large at first sight. However, there is still an element of risk from any email using the iFrame tag.
You could add the yahoogroups.com url to the permitted URL I mentioned previously (see image), however the content of the iFrame may not be coming from yahoogroups.com, so you might have to check the properties of the email, message source and look for the <iFrame> tag and see if there is a URL in there for the content.