You find that kind of crap on hotel WiFi networks all the time. I just spent a week plus on the road, and some of them, the Hilton chain for one, make it damned hard to get on intuitively.... but a call to the desk showed me a one step around it... so all was well.
Here at home, I have a firewall set up for my WiFi router, but it is configured to stop hackers, not outgoing requests.
If there is only one website that is restricted, it just might be the IT department has decided to blacklist it. Or, it got blacklisted by automatic means when someone did an illegal activity going to that website. Call your IT manager and see why you can't access Yahoo from your work WiFi.
I used to work for the Phoenix, AZ City Government.......... their IT department watches things like a hawk, you best be just doing "work related" web searches. It is a quick trip from a hand slap, to a walk out the door permanently.
If you have that kind of IT management, then you best keep using your DATA plan.
My daughter works as a 911 dispatcher, she purposefully has not ever connected to the County's internet. I also work for the same County government in a different department, and I too, avoid using their WiFi signals period.