Hotmail is also like this.
Now these days its sometimes better to end up in the bulk folder than the real inbox as it's got less spam
I've got revers DNS setup on all my servers (and all other things needed to get email working like SPF records), but this was not enough for my domains to get out of the bulk folders of Yahoo and Hotmail.
For Hotmail I needed to get my domains on what Microsoft calls SenderID.
For Yahoo, I needed to contact the Yahoo admins who added my domains to a "white" list.