How do you delete a mailbox from your Yahoo app on the iPhone?
From Yahoo's site:


Tap the Menu icon Image of the Sidebar menu icon..
Tap Manage Accounts.
Tap Account info below the Yahoo Mail account that's linked.
Tap the X beside the linked account. &lt;- I assume you did this, and it did not delete.
Tap Unlink to confirm.


From: 
https://help.yahoo.com/kb/add-remove-email-accounts-yahoo-mail-sln26459.html (your link took me to different document...)

If the account doesn't go away via the Yahoo delete instructions, I think you should look for sending a report to Yahoo.