Why is Spotlight contacting Yahoo i.e. Oath?
Under umbrella term: "spotlight suggestions"  some features like weather, flights, internet search results' preloading etc., might need Spotlight to connect to Yahoo. But the following sources suggest that it happens after the data is sent to Apple.


  To make suggestions and search results more relevant, some information
  is sent to Apple and not associated with you
  
  In some cases, such as when you use Siri Suggestions in Spotlight,
  Look Up or Safari, generalised topics of interest that Siri has
  learned may be sent to Apple to make your searches more relevant.


From: In-app disclaimer in System Preferences. 


  Since the release of Yosemite, Spotlight sends all 
  entered queries and location information to Apple by 
  default.


From: https://en.wikipedia.org/wiki/Spotlight_(software)#Privacy_concerns


  Apple's support page informs users who want to opt out of Spotlight 
  Suggestions, Bing or Location Services for Spotlight to go to their Mac's
  System Preferences and deselect the corresponding checkboxes.


https://web.archive.org/web/20150727152056/http://www.cnet.com/news/apple-clarifies-spotlight-suggestions-data-collection-practices/