I've often wondered how "doing puff-puff" developed as a trait.
I can only assume it was spawned when some random animal wandered up to a Yukkuri and it somehow got the bright idea of acting aggressively might put it off. This worked a few times so it continued to tell it's friends about this strategy, which was warped into a belief that doing so was an instant deterrence to all predatory animals, including humans.
Basically: My theory is that one Yukkuri was aware of it's nature as a bluff, whereas many more adopted it believing it to be an actual defence.
It's less of a bluff and more of flexing for them. They are lazy creatures that just want to "take it easy" so trying to fight everything would go against that. So instead they puff not as a bluff knowing that they can't win, but rather a "flex" as if to say "I can kick your ass, but I don't feel like it, so just look at how tough I am then give me what I want."
This is most likely the case as everytime puffing fails they usually try to fight usually with the belief that they can win and all their other actions seem to be a distillation all the worse traits of sentience. Its incidental that it happens to be similar to a behavior of normal animals.
In the end its yet another expression of their arrogance with the added insult of rampant laziness on top of that. Now that I think of it, this is exactly why I hate their puffing.
It's necessary to always go "i love -this-" each time someone goes "I hate -shits" ?
And i'll be honest, while bluh's explanation makes sense in a logical way, explosions's makes sense in a theme way and is fitting, yeah it maybe unlogical, but yukkuris aren't exactly logical creatures, so it would be fitting for them to have characteristics not derived from "learning".
I love anything about their mannerisms, so YES it is neccesary to say it. No need to go into a rant because of anyone else tastes, except if they are trolling for real.