Is your vet older? That used to be what the old timers said. The newer vets have been of the opinion that they should be spayed before the first heat because of the approx 8% - 10% risk of cancers and tumors in later life.
Mine was spayed at the age of 6.5 months and I believe she was nearing a heat, because he vulva was beginning to swell and turn darker than usual and she was beginning to lick herself, something she has since stopped doing.
If you have a tiny yorkie, perhaps your vet has other reasons for wanting to wait. I don't really know.