Thank you very much for pointing us to this problem.
Unfortunately, there is nothing we can do about it: this is a problem in Java, please see Enter key does not perform action associated with menu item using ScreenMenuBar.
The only "workaround" is running yEd on Java 8. However, Java 8 has severe drawbacks, most notably
If Java 8 is an option for you nevertheless, you can get a yEd macOS disk image with Java 8 from the yEd download page.