The GraphML standard specifies only the notation of the structural elements of a graph like nodes, edges etc but not graphical properties like colors or even locations and sizes. Therefore, such properties are often stored different by different products.
Unfortunately, this is also true for our own line of products. Our newer products like WPF, Silverlight, and HTML use a different architecture than the Java-based products, and it turned out that our 'Java GraphML Format' doesn't work well for the newer products.
Therefore, then opening a file form yFiles for HTML in yEd, the nodes and edges are correct but almost none of the visual properties. Please write an email to yWorks support if you need more details and for any other question related to the yFiles library.