The edge definitions in the generated GraphML file have no visual attributes. Consequently, yEd will use the current default edge style to represent these edges when opening the file. If you change the default style back to e.g. Polyline (before opening the file) then the edges from this file will support orthogonal paths once more. To change the default edge style, open a palette section with edge style and double-click the desired style. As a visual marker for the default style, its background will be blue instead of white.
Alternatively, after opening the file, select all edges and choose "Apply Type" from the context menu of the palette's Polyline edge style.
I know it is very late to answer this question, but maybe the answer helps if someone else comes across a similar problem.