That is not necessarily true. Marib, the center of the Queen of Sheba, survives as an archeological site. The island of Socotra is a protected bio reserve, known for its rare and interesting plant life. Sana'a was founded by Noah's son Shem. There are many Jewish people in Yemen whose ancestors were there at the time of the Queen of Sheba. Other pre-Islam sites like Amran and Shibam are interesting for their history and architecture and are not really Islamic, other than Sunni Muslims live there now.
The Queen of Sheba wasn't in Yemen. Socotra's pretty odd and interesting. The Marib dam is a ruin, and large enough and remote enough to have survived as s ruin, but only dates to the 6th c BC. At the beginning of the most recent phase of the decades-long Yemeni civil war, the last 50 or so Jews ceased to be, apparently they were mass-murdered.