Works for me. Though for some reason when I force the Yahoo id I get copies in both my Yahoo sent mail and my primary mail account's Draft folder. Weird.
If you have more than one account in K-9, make sure your default identity is set to your yahoo account, or be sure to change it manually using the More item in the menu before sending. If that doesn't work make sure you've got "Save a Copy of the message in the Sent Folder" checked in your Yahoo Mail options. Didn't seem to make a difference for me, but maybe it will for you.