Having the same issue. Looking at other threads it seems that loading games in Yuri was possible prior to 2017 but has since been broken. Resolving this issue may be a low priority as the client was primarily intended to allow users to continue playing online. Games can be loaded from the native in-game menus. If you're using the Origin version of the game then you can launch it from Origin rather than the CNCNet launcher to load the game and CD versions can launch from Yuri.exe. This works even if you saved from the CNCNet launcher or used a custom map.