In the latest version of yEd (3.17.2 as of this writing), snap line support is available for bends as well - see "File" -> "Preferences", tab "Snap Lines", option "Bend to Bend Distance".
If you are using the latest version of yEd, the bend you are dragging is probably not close enough to another bend for a snap line to become active. Either drag the bend closer to another bend or increase the distance in the aforementioned option.