I originally thought this was a bug as well, and went to try to fix it, but now I believe it might be working as intended.

https://pkg.go.dev/gopkg.in/yaml.v2#Decoder.Decode says

Decode reads the next YAML-encoded value from its input and stores it in the value pointed to by v.

Compare https://pkg.go.dev/gopkg.in/yaml.v3#Unmarshal

Unmarshal decodes the first document found within the in byte slice

Decode reads one document at a time, whereas Unmarshal only reads the first document. Because of this I imagine some clients of Decode() expect to loop until EOF, thus an empty file cannot return nil.

I found this out by trying to do the naive thing and Decode() return nil instead of io.EOF and saw found this code was stuck in an infinite loop: https://github.com/go-yaml/yaml/blob/v3/decode_test.go#L898

Note that the original tests explicitly call out this discrepancy between Decode() and Unmarshal(): https://github.com/go-yaml/yaml/blob/v3/decode_test.go#L852

My view then is to call this out in the documentation (I'll write something up now) and leave the behavior unchanged. Open to other suggestions though.