I would make sure you are opted out of all of their partner traffic, or just show on MSN if that is what you want. It does sound a bit fishy to me, and I have always had issues with Yahoo, when it was running, but things have been cleaner for us now that MSFT has taken over.
Here is how to opt out of partners/control your distribution:
Click on a campaign, select all ad groups, click More button, select Bulk Edit, distribution to Networks, Apply. A dialog box pops up erroneously warning you you have unsaved changes but if you check the settings at the ad group level they appear to have saved.
Thanks to Kobayashi in this thread: