Actually, they are! The reason why it doesn't work for them is because Klepto only procs if you hit an enemy champion directly after casting a spell.
The reason why it hasn't been working on Yasuo and MF is because if you hit a minion AT ALL with either q, you disable Klepto. But if you hit the champion DIRECTLY with it, you get the Klepto proc.
Id advise against Klepto Yas since a lot of his gameplay requires poking THROUGH minions to be effective, which prevents you from using Kleptomancy properly. But RossBoomSocks recently did a video on Youtube about Klepto MF, so I can assure you that does work.