Yahoo does NOT require an App Specific Password for Apple Mail. On the same FAQ page you've linked to, under the section More information on specific third-party platforms it says:
Access mail via Apple iOS
Remove your Yahoo account and re-add it to the Apple email app on your mobile device. When you re-add the account, look for the Yahoo provider logo to trigger the secure sign-in method.
Furthermore, under the page about App Specific Passwords, it says they are for "older, third-party email apps (that do not use our Yahoo branded sign-in page) that require you to enter a single password for login credentials." And as indicated above and from my own experience, Apple Mail redirects you to the Yahoo login page.
I've now deleted and added back my Yahoo address to Apple Mail 3 times, all to no avail. It's totally hit and miss when it decides it can connect to the server and when it can't. And I do not have this problem when accessing my Yahoo address thru either the Spark or the Outlook apps, but I prefer the Mail one and would like to see it fixed than have to check two different apps for my emails.