It appears that when it comes to search for filenames, Yahoo's search engine uses some heavy handed techniques to filter out results for queries that may expose sensetive information. Interestingly enough it would appear that Yahoo is unique in this approach as other search engines namely Google and Lycos do not appear to believe in such form of filtering.
To illustrate this filering consider the search for "config.inc" inside the URL, this can be done on both Google and Yahoo via the inurl:"config.inc" query. While you may expect approximately the same number of results, this is not the case, Google finds approximately 884 pages, while Yahoo finds none!
While the config.inc file can potentially contain sensetive data, many PHP applications use it to store their settings, what's wrong with "ey.txt" file? Again Google finds us some results, 32 to be precise, while Yahoo is consistent with 0.
Why would they block "ey.txt"? Well, ey.txt happens to a suffix of rather interesting file "cdkey.txt" ;-) , which appears in Johnny's Files containing juicy info list. I suspect to prevent people from bypassing the cdkey.txt search filter, all "suffixes" of cdkey.txt results are being blocked. This theory is supported by the fact that the search for URLs with "key.txt" in them return 0 on Yahoo, familiar sight, while on Google we see 993 results.