The rare gases, neon, argon, helium, xenon and krypton, are ideally suited for use in signs. The two most common gases used in neon signs are neon and argon. While neon is very bright, argon's light is weak due to its low resistance.
Neon gas gives off a red glow. This gas is normally contained in tubing that is clear in color, and when illuminated, projects the brightest red color. Almost everything else is filled with argon gas. When you see yellow, blue, green, white or any of several other shades, these tubes are filled with argon gas.
Neon tubing can be created in many different colors, through the use of argon gas and the various internal phosphor coatings on the glass itself. The coatings in the tube appear to be white when non-illuminated. They become other colors once the tube is illuminated and the phosphors become excited. More expensive pigmented glass tubing can be purchased in order to achieve a richer color, such as Novial Gold or Ruby Red and a few others.
That's a brief intro to neon, but the answer to your question is the phosphour generally used for yellow just doesn't have the same specific output capabilities as other coatings.