I only use Yahoo mail and haven't got any notification. I'm also running adblocker add-ons in Firefox, but logging on through Edge I didn't get any messages.
Are you running the old version, or did you upgrade to the new version? I'm still on the old one as I found spam blocking too hard on the new one, so that may be affecting things, but I doubt it.
I'd be inclined to think its a phishing email too. If they had bought out yahoo and wanted you to change then they they will just migrate your account, the website appearance would start to change and they will redirect your mail.