But, since Yahoo is not saying anything and the behavior is easy to see for any Yahoo Messenger user, it's hard not to jump to conclusions.
Any Yahoo Messenger chat line that contains a direct link to FilesTube, a popular meta-search engine for file locker services, won't arrive at the destination. Using URL shorteners works though.
The intended recipient sees the familiar "'contact' is writing" notification but, after a while, this goes away and nothing happens. The message never arrives at the destination. Neither the sender or the other contact are notified or aware of the fact that the link was not sent.
This happens in the stand-alone desktop client but also in the built-in chat in Yahoo Mail. The real question is, obviously, why is this happening.
If it's a technical problem, Yahoo should have said something by now. It may very well be an issue with the service or the infrastructure and not bad intentions, but there's no way to know.
One theory is that Yahoo's malware filters, which do block links to infected pages, may be responsible for the block.
But maybe it wouldn't be that surprising if Yahoo did indeed take steps in 'curbing' copyright infringement, by censoring instant messages. If Google could be made to censor its search suggestions, there's little reason to trust web companies to stand up for your rights.