Seriously? What a crock of shit!
I understand what you're saying, but not quite.
The Yubikey has an internal key that Gox
needs to know before it can identify your Yubikey as being definitively yours (a cryptographic signature is generated using the internal key). And so, I'm afraid you got what you paid for (you just didn't know what you were paying for)
Does anyone know if OP could send the Yubikey to Gox, and Gox then extract a copy of the internal key? (sounds like a potentially dangerous thing to do. If Gox can scan the internal key, then I bet a postal worker that knows what the Mt Gox address looks like could equally extract the key).