When an email comes from your website contact form we used to have the "from" email address be that of the person filling out the form. However, yahoo changed their policies a couple of years ago to cut down on @yahoo addresses being used for spam. So, if we set the from address as the user filling out the form yahoo prevents any emails using their domain from being delivered.
We provide a little more information on the technical details in this article if you are interested.
Please let us know of you have any further questions or concerns about this setup.