A problem with Yes/No (and OK/Cancel, etc.) is that one program will ask

    Unsaved changes will be lost. Save your changes first?

and another program will ask

    Unsaved changes will be lost. Are you sure?

Or within a single program, "Yes" will be the safe option everywhere except one place where it's the dangerous option because nobody thought about that.

If the user is exposed to one convention 90% of the time, the other one will always cause some confusion and feel sloppy.