What makes you think that? Vandals have graffitied all over the DC WWI memorial on the national mall, so I have little doubt they'd do the same if not worse to a Jefferson Davis statue. In fact, some yankee sympathizers recently spray painted profanities, swastikas, and anti-confederate messages all over the Davis statue in New Orleans, and that isn't even up north! Had it been in D.C. instead of New Orleans, I wouldn't be surprised if they found dismembered pieces of metal from it welded to the hood of a $200 el camino with a $2,000 stereo system. Vandalism is alive and well in yankee land, non-seq.
That's down south, and maybe it was by some Alexander Stephens supporters. The Gettysburg battlefield is full of monuments to the southern side and none of them are vandalized that I'm aware of.
1. What is your definition of a "yankee", and 2. how do you know it was a yankee?