Good news 
It seems that Microsoft is finally making the long awaited move to consolidate all the identity management stuff for Yammer with Office 365.
They already made on step by allowing the configuration to use Office 365 Identity, now it has been announced that the Yammer DirSync will be also (finally) removed.
Ok, we still have to wait before having Yammer SSO and Yammer DirSync fully removed (now officially announced for December 1st, 2016)
In details, this means there will be no more Yammer SSO or Yammer DirSync setup after April 1st, 2016. Then existing configuration will be deprecated on December 1st, 2016
Take a look at https://support.office.com/en-us/article/Plan-for-Yammer-SSO-and-DSync-deprecation-847366a4-30c8-49d1-94cc-9d2452f6d43a for all the required information