As far as the user is concerned it's just a few questions and answers.
If the questions were about my credit history then this is a deal breaker.
There is no way a site like yelp can get me to authenticate by answering questions about my credit history and I suspect that the vast majority of people would agree.
Now, facebook credentials, that's a different story.
Just a few questions and answers that could hint at all kinds of things including relationship status, orientation, race, financial status, etc. Imagine if some stranger on the street, or even the cashier at a trendy retail store, asks you about some detail they have no business knowing. You would find it creepy. Now imagine it's some random web site (which is all Yelp is to most people).