Yes, I am having the exact same problem. My Yahoo email account is about 11 years old and this has never happened before. I have got that page before (keep my US inbox,etc) but once I clicked on it, it would redirect to my inbox.
This is a serious pain in the $%# and need it fixed ASAP !
There is a band aid solution to this problem with these links :
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I have contacted Yahoo account services on Oct 19th, just after it happened but they have not got back to me. They say 24 hours...yeah, as if.
Hope this resolves itself pronto.