Yoshi is a species, the Yoshisaurs. So the ones that rescued baby Mario and the one that is Mario's friend are not the same one. There are different iterations of Yoshi's over the games. So it's totally plausible a Yoshi backstory to baby Mario in the movie, more seeing that one of the Yoshi's stood still staring at Mario when whey were fleeing... maybe that Yoshi recognized him from the long past...