If you're like me your initial response to this is/was something like this, "Yahoo! had a music store?"
Since no one probably used the store (which would explain why it's closing shop) the second part of this isn't a huge deal, but it reveals the biggest problem with DRM. Yahoo is taking down their DRM servers along with the store, which means any music purchased from the store immediately becomes unplayable, useless.
If media players cannot check the licensing on the server, what are the customers supposed to do? It's not a big deal this time around, but what if one of the giants shuts its doors? Zune Marketplace? iTunes? That seems like an impossibility, but you never know what the future will bring.
I'm not saying it'll happen tomorrow, but imagine if your entire music collection is all purchased via an online service and DRM'd (this is very likely). Now imagine in 5 years that service turns out the lights. Not a very happy scenario.
The easy solution is also just not a possible one. You could say that a dead service could release the DRM on the files. Maybe a small executable to remove the DRM or a similar solution. That would be great, right? Yes, except the artists would throw a royal hissy fit and make it impossible.
The music industry needs to wake the hell up and either embrace digital distribution and its flaws or continue to have their music pirated. Embrace services like the Zune Pass. People don't want CDs anymore, they want to just download the music onto their iPod or Zune without going to the store and ripping a CD first. Suck it up and deal with it. Yeah, I'm looking at you, Metallica.