Yahoo Mail has introduced a new smarter feature, that when an email contains a address(s), Yahoo Mail recognizes and underlines the address(s), that you can view on a map, get directions or add to the address book. Yahoo Mail also underlines email addresses and phone numbers.
Yahoo has a very broad definition for addresses because even country names are underlined. But instead of the "add to Address Book" option, you'll see search results. If you don't like the new features, you can go to Mail Options and turn them off.
Gmail had this feature for a long time, but the integration is more subtle.
Mail Maps Addresses