I think it has to do with their look but I believe that the term is frowned upon, sort of like "baby doll faces" or "teacup" I think a lot of people charge more for them because people desire that kind of face but IMHO it really does not call for a price hike. It makes people think they are getting something rare and therefore should pay more for this "rare" yorkie. Like someone else said, yorkies are yorkies there is no "teddy bear", "baby doll", or "teacups" out there. I hope that helps.
By the way, I think Roxy might have a "teddy bear" face but so many baby yorkies do. I think it is just their "puppy look".
Good luck with looking for your baby, just please dont get roped into paying more for a "rare (or actually normal)" feature and try to avoid breeders who advertise with these kind of lables. (I wouldn't trust them, I might be wrong though)
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