Why does increasing thrust on one engine make the plane roll and not yaw?
Increasing thrust on the right engine only will make the aircraft yaw and then roll to the left.

The thrust does generate a yawing moment to the left, but the secondary effect of yaw is roll. In simplistic terms, a yaw to the left means that the right wing not only momentarily moves through the air faster than the left, but more of the wing is exposed to the airflow. This generates extra lift from the right, putting the aircraft into a left roll. 

A more technical explanation of this effect can be found here.