It's not just you. I've noticed this issue since about the start of season 4. I've seen it happen so many times against so many characters going up against Yasuo:
Blitz pull, the hand physically hits Yasuo - but air wall negates it (after the hand hit him)
Cait's ult - strikes him, but the air wall negates it (after the ult has hit him)
Teemo's blind - strikes him, but the air wall negates it (after the blind has struck him)
Braum's Q - strikes him, but the air wall negates it (after the Q struck him)
It happens with all ranged abilities that his air wall can block. If the ability hits him, but he throws up the air wall as he gets hit, it cancels the ability and generally leaving most champs going against him very vulnerable and makes it much easier for him to kill or quickly bring someone to near death after a few strikes.
The timing gives great favor to Yasuo - making him hard to combat, even when he's late level and going against 3+ opponents when he's by himself.
Similar issues happen with Yi. If you use some kind of ability on him right before he alpha strikes, any negative effect of the ability is canceled. It happens constantly with Teemo's blind. If you blind Yi right before he alpha strikes, the effect of the blind is no longer there and he kicks the crap out of anyone he lands by with basic attacks. If you blind Yi just after he alpha strikes, he's blind for the duration of Teemo's blind skill.