Sites come and go. If you had links on a site that no longer exists, then Yahoo Site Explorer will show this. That is why it is so important to continually build links as part of your regular promotion efforts. Also, make sure you had the toggles at the top of Yahoo Site Explorer correct: have it set to incoming links from all URLs and ones that point to all pages on your site, not just your homepage.
This is quite natural with Yahoo. I have experienced similar thing in the past few months and nothing has been changed. Another probability is that Yahoo have recently updated its algo.