I just tried it an it worked fine for me in Chrome (OS X). I had changed my Yahoo settings to Yahoo Asia a while back so I could enable POP, and when I created the new email address it defaulted to Yahoo Asia.

Not sure if this played a part but I now have all my friend's email addresses in a CSV file on my local HD...

Worked fine for me in Chrome on Ubuntu 10.10.

It took two tries, however. The first time, it imported 0 contacts. I tried it again less than five minutes later, using the same account, process, and browser. Worked fine.

Doesn't work for me in FF. shrug