According to another site
In 1989 when Groening submitted the idea for the Simpsons to appear on “The Tracy Ullman Show”, he handed over basic sketches. He assumed that the sketches would be cleaned up, but they were only traced over and ran as is. The piece was a hit and the characters were not changed.
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Why are we not bothered by it? To be honest, its a cartoon..i would worry about my sanity if i was bothered by them being yellow lol