I would rather warn everybody using it. especially in the US or EU.
It is clearly against the GDPR regulation to allow any personal data (even IP adresses are personal data) to flow to mistery places without user consent, especially this it the case when data is going outside the EU to a foreign government influenced database like Yandex.
I would not be surprised if EU sites, webshops containing yandex capture (ie. a voluntary data breach to a foreign, NON-EU agency) code would suffer some drawbacks in the future.