I haven't checked in the source code, but if I remember correctly, yEd does not rely on the format information. Instead, everything that looks like a number is treated as such. The idea was to convert cells which contain numbers but are formated as 'default' into a number for convenience.
A viable work-around for phone numbers might be to add some kind of separation character after the area code.
If you like, fill a new feature request for the required behavior (or convert this question into a feature request).