Yellow LED got burned, green LED didn't
I'm not using a 220 Ohm resistor or any kind of resistor that time.


Well, there you go then. If you abuse an LED you can expect it to die.


  When I plugged the green LED into a 220 Ohm resistor, it did as expected. It lowered its brightness, of course, because the resistor is resisting some of the electricity to pass on the LED.


And the LED was so much happier when you weren't abusing it.


  I'm expecting that the green LED should also be burned, because I think, that's the way how LED's work.


It was probably tinged with yellow. And if you left it a while it would get yellower as it got hotter, and then started to fade out, and eventually die.

Different LEDs use different combinations of elements to make the different colours. Different types of the same colour also use different elements. Old fashioned green LEDs are more reliable, though dimmer, than newer ones. They withstand more abuse. But they will still complain after a while.