Yes. When two fill colors are specified for a node, these colors define a gradient paint which is issued as a gradient paint directive to the print job. On the yEd side, printing works exactly the same as rendering on screen or exporting to SVG, PDF, etc.
Essentially it works like so: yEd issues paint directives to the print job, the print job processes the directives and passes them on to the printer driver, the printer driver processes the directives and passes them on to the printer (or a file as in your case). yEd controls only the first step by "deciding" what paint directives are issued. Everything else is out of yEd's control.
Instead of directly printing to PDF, you could try to export to SVG and use a dedicated SVG editor application to convert the resulting SVG document to PDF.
