Yellow eventually going away is usually just a myth,....Usually they die because of it. Shame that people do this to anemones..I've learned that there is no such thing as a yellow anemone, least not naturally. Off yellow and tan yes. Color is in the eye of the beholder though. Now if its bright yellow then I'd say dyed, off yellow could be an anemone regaining its zooxanthellae.
A pic of course would help, researching before purchasing also helps.
How much did the anemone cost?