This is likely happening because you have the "Ignore anyone who is not in my Yahoo! Contacts" setting enabled within Messenger's preferences. This is a sure sign of it when you just get TYPING notifications and the messages are being blocked (they're actually not even being sent to you at all). Since they're not being sent to you then by adding them they're on your buddy list and as a result the chat servers forward their privates messages to you.

I discussed this setting's new chat server-side behavior not too long ago (BNF - Block Non-Friends) and I still recommend using it with YMSGv102 for maximum boot protection until the next update is out. When this BNF option is enabled then it does break the "chat users" and "safe list" zones because Yahoo! Messenger doesn't have this functionality itself, it's friends-only communication or allowing everybody. The new build of YTK-E will have this feature built-in without the need for enabling the option in Messenger and an easy way to disable it in real-time. It's possible for me to recreate the Chat Users and Safe List groups/zones when using this new server-side feature (which does help against PM floods, 0xD3 packets, games packets etc) but Yahoo! will have to correct a couple things first since there's some bugs.