Even though I'm a UML newbie, I definitely support this feature request. Basically, as marco.m points out, yEd is flexible enough to allow us to draw "everything", with good results. But I think UML support could be improved a little.
For example, take the above mentioned sequence diagram. Loops are adequately represented by a group-node, but what about a real UML frame object, with space for operator and guard fields ? That would be awesome.
And maybe lines with socket/lollipop notation for interfaces.