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Well. In Mickey's flashback he haven't got yellow eyes. That's before he only becan using the power of darkness after that. When he began using that power, his eyes turned yellow over time, just like Rikus did, which was why Riku was wearing the blindfold......
Well, I don’t have any theory as to why Ansem's eyes are yellow in game, but I know another reason.
When KH2 was first announced, and DiZ's true identity still unknown, many people thought it was "Ansem" in all those bandages (by Ansem I mean Xehanort's Heartless). This is because of what little dark colored skin we see behind his bandages and the yellow eyes, as well as his quote for revenge. SE wanted to give us something to wonder about, typical of them, and decided to put in this mysterious bandaged man looking for revenge, and everyone (well, most everybody) assumed he meant Sora.
Now that I look back on it, it seems almost funny (about everyone thinking DiZ was Ansem, when it turned out he was but wasn't.)