Unlike on other operating systems, the mouse cursor does not change on drag-n-drop operations on macOS. This combined with the fact that yEd does not show a preview when dragging an edge template makes it look like nothing happens. However, it only looks that way. When you drag any edge template from the palette and drop it onto a node, yEd will start edge creation nevertheless.
Of course, having no visual feedback when dragging an edge template is bad. Unfortunately, I am not sure if we will be able to improve this.
A not very nice workaround would be changing the default edge style to the one you need and create the edge "directly" - i.e. make sure the desired source node is not selected, move the mouse over the source node, press and hold the left mouse button, move the mouse over the desired target node and release the left mouse button.
To change the default edge style, either double-click the desired template in the palette or right-click the desired template in the palette to open its context menu and choose "Use as Default".