Nice of them to tell people!
I just logged in to Yahoo! My Photos and got no message at all! Went to the link you gave and they moved my photos to Flickr - no probs.
Would have been nice to have some sort of warning.
It's a good move though - the Yahoo! Photos interface was crap.
The only advantage of the Yahoo! Photos interface was that you could save photo attachments in emails directly to My Photos (which was neat). Hopefully this will be changed to link to Flickr instead.