As demonstrated by Weyoun 6 in "Treachery, Faith, and the Great River", Vorta have a suicide implant which they can activate spontaneously.
Keevan seems to be exceptional as he'd go any distance to survive, including betraying and sacrifying his crew, and finally having himself captured, knowing well that tactical information would be extracted from him and used against the Founders.
Now, in "The Magnificient Ferengi", Yelgrun who appears to be a much higher ranking Vorta (planning and leading missions on his own, not just some random loser distributing White on an unimportant small ship) and a more recent incarnation (thus loaded with more up-to-date information), has himself captured alive and does not seem to have any intention of sacrifying his life to protect the Founders' valuable military secrets. Which, you'd think, he would do without hesitation.
So many "defects" do not seem to make sense for a species that only lives to serve what's basically their gods. One, alright. But, two in a row?
Is there an in-universe explanation such as the Dominion added the suicide devices only after these events (maybe because of these?), or is it just a case of inconsistent, sloppy story writing?