Yes yankee is a slur too. However it doesn't refer to skin color and is not racial. In modern times it is no longer accepted to use racial descriptors and or stereotypes with people. Also Native Americans lost their land in a bloody and devastating conflict in which they were shamed. If you were a white person < 1% of the population in a country dominated by Native Americans that took your land a couple hundred years ago and had a team called the Oda-She-Nae Whitefaces or the Yazzie Gringos could you see it possibly as a slur?
As I said earlier technically it is a slur whether you like it or not. However is it offensive? I don't know, some say yes, some say no, I guess it depends who you ask.