Yellow bladed lightsabers are extremely rare in the Star Wars universe. The only people that carried them in Jedi legends were the Sentinels who were known to seek a balance between Consulars and the Guardians, and trained to hone skills that didn't require the force, such as espionage, medicine, and technological surveillance.
Though Rey doesn't talk about her beliefs in Star Wars: Rise of Skywalker, it makes sense that she would pick a lightsaber colour that identifies her as someone who would seek multiple paths of strength beyond force. Especially given her penchant for force healing that we witness throughout the film.
It's also significant that the other group known to wield yellow bladed lightsabers are the Jedi Temple guards from Star Wars: The Clone Wars and Star Wars: Rebels. Having Rey wield a similar lightsaber signifies that she will be there to protect the Jedi legacy, just as she's promised.