I'm seeing this same problem, and I've come up with a quick workaround: open the SVG in Inkscape, say File → Document Properties, open the "Resize page to content..." group, then click the "Resize page to drawing or selection" button. Now save the diagram, and it will have its margins shrunk to fit the content.
This feature not only should be in yEd, it should work even when exporting only sub-groups of the diagram. That is, the exported sub-group should still have its margins set to 0 even though the overall diagram is bigger. This would be expecially helpful when your yEd document corresponds to a web document, and you're breaking the diagram up into pieces for insertion inline within the larger web page. If you want margins on the exported SVG(s), it's easy to add them back in with CSS.