For business owners to "take control" of their business page on Yelp, they register for it.
The Yelp system performs a telephone call-back. From watching to the video here, it sounds like a telephone version of what we all typically do - e-mail check.
For e-mail check, it basically goes like this:
User registers > verify e-mail sent > they click link inside verify e-mail > site verifies
Here's Yelp's:
User registers > verify screen shown with code > Yelp calls user > user enters code > site verifies
It's essentially the same thing, via phone. Is there any reason you can see why this method is better than the e-mail method?
Update: I assumed the reason Yelp called was to make sure the person registering was indeed the owner of the business. But watching the video, that isn't the case. It looks like typical validation - telephone style.
Because you can create fake email accounts that are hard to trace, while it's significantly harder to have a phone # that is fake/untraceable (doable but orders of magnitude less so)