I talked to friend just the other day about that same question. He called his Dad who is vet who said they do either to clean their butt or most likely they are trying to express the fluid in their anal glands because yorkies don't usually use it and sometimes builds up and gets clogged. He said to stick your finger in their butt and push on the gland. EWWW...so I just said I would bring them to the vet and them do it...lol..so gross.
