There is no privacy policy statement for yEd.
There are a couple of features which open a network connection. Those are listed in Why does yEd connect to the Internet?
yEd's error reporting feature not only requires that the user actively sents the report, it shows what data is sent and offers the possibility to exclude some of the data (such as the user's current diagram) from the report.
One-click layout's behavior with regards to what data is sent is explained in In one-click layout, is my confidential information in anyway taken by yEd? as you have found out already.
The IconFinder connection sents your icon search criteria, but no personal data.
All the other features transmit the version number of your yEd installation but no personal data.