I don't know if the csv was meant to be an api or just giving the option to someone visiting yahoo finance (and therefore viewing ads) the ability to download data they viewed. If you go straight to the data and bypass the ads, you are sort of scraping.
Well the geniuses at Yahoo also broke their own site--if you go to Yahoo Finance and try use their own download link it takes you to the same message. So they must not actually care about the ads.