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  Hmmm...not sure, but I would guess it would be a genetic issue.  There is a specific tail set as described for the standard, but that generally only applies to the tail after it is docked.  I would think that the difference in Yorkies that still have their tails intact would be because there has been no long term focus on trying to create one certain "type" for it, since usually, it's not there.
 (Did that make sense?)
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