I haven't seen any indication that they promote it, but I'm guessing that something on the order of 98% of instances of Yuzu currently running on CPUs have pirated content in them. If the tool is used primarily for illegal purposes, it seems it would be good and laudable for the creators of it to do something to counter balance that beyond simply not endorsing said behavior?
Again, not saying they are morally or legally obligated to do anything beyond "not endorse", but I assume the creators like video games and want there to be a market for them, and that they are aware of how the tool they create erodes said market.