Because Yorr's ability uses the word "instead," and that's what instead means. Replacement effects are continuous, and do not interrupt the flow of the game with a trigger. Read Yorr's FAQ entry, and you can see where it specifically mentions Fel. Why do you think Fel doesn't get to use his ability if Yorr gets the stress, if not because Fel never received it in the first place?
Nobody's arguing that Fel doesn't get the stress at all. The point at hand is how Yorr does that.
Yorr's ability is still triggered: "When another friendly ship at Range 1-2 would receive a stress token, ..., you may..." It's not an always-on effect, any more than any (every) ability in X-wing is always on. "Replacement effect" is an undefined distinction in X-wing, either in rules or rulings. Maybe there is such a distinction, but at the moment the logic for handling them differently is rather circular - Yorr isn't an example for interrupting abilities because he's a replacement effect, and we know he's a replacement effect because otherwise he'd be interrupting abilities.
This also doesn't cover the other half of what we've got, which is abilities which we know for a fact can be interrupted (Cluster Missiles), and I still have yet to see any rulings which rely on this uninterruptable structure to function.