Congrats on getting your Yorkie, they are the best!! Please be sure to post pictures ok.
I believe the difference is due to the different coats. Chihuahua's have fur, Yorkie's have hair (similar to ours) That's why theirs gets sort of greasy looking. Can you imagine what our hair would look like if we only washed it once or twice a year.
My suggestion would be to get a nice shampoo and conditioner and just watch and see when they start to look and smell funky. I like to use a puppy formula so that just in case some might get into their eyes it won't sting. I always hated that as a kid, so I would imagine they would too.

Our Boo (6 yrs old) can usually go 2-3 weeks, as long as he hasn't rolled in something dead.

Gracie (8 months old) it's usually every week. A good conditioner and good quality of food will go a long way in keeping their skin healthy.