Curated collections of facts are absolutely protected by copyright, provided they meet certain criteria. For example you can use that data to create a new curated data set for a different purpose, but you can't just copy all the data and use it in the way it was orriginaly compiled for because that's copying the curation. I can't say authoritatively if Yelp's data is likely to meet these criteria, but we're not talking about copyright violation anyway, we're talking about anti-competitive practices.

Using a dominance in search to scrape data from competitors for use in other services and then link to them from search in preference over the data's source may well be anti-competitive, even if the scraping itself isn't illegal.