UW-Madison's Yammer implementation has been configured to only allow image/video file formats to be uploaded to your Yammer site.
When a service/application is released to our campus community, many aspects and usage of it are reviewed/assessed. Two major areas we review is the security and accessibility (who and how it can be accessed) of the service/application. Because anyone within our organization can access Yammer and the issues surrounding compromised accounts, the decision was made to restrict the types of data that can be uploaded into our environment. Yammer has limited security controls to allow us to control malicious content being posted.
If you are looking into sharing content, we suggest looking at the following other options available to you: https://it.wisc.edu/news/collaboration-tools-google-drive-vs-box-vs-onedrive/.
Note: If you would like to provide feedback to this issue/decision, please review our Office 365 Advisory site. You can either create a new advisory record or add your feedback/comments to an existing one.