Privacy, for one thing. I don’t use Google, Bing, Windows, or any Meta software*, and Yandex aren’t much different.
Security, though, is another thing. I live in a NATO country, and I would imagine the Russian government are monitoring Yandex (and other RUnet services). Frankly, I think contributing any data to such a government would be against my interests.
There’s also a lot of censorship on RUnet. Yeah, Google has that too, but Mojeek and Brave Search do not.
TL;DR: Google is data-hungry and supplies data to the NSA; Yandex is data-hungry and supplies data to the Kremlin; Mojeek and Brave Search are good; DDG and Startpage are the best for the average user.