Hmm... good point. Now, which Final Fantasy game did Chocobo first appear in? It was FFV, right? That game didn't come out until 1992, whereas Yoshi has been showing up in games since at least 1988 (if my memory serves me). Of course, I'm not a devoted player of Final Fantasy, so I don't know for sure as far as dates and first appearances go.
If you see errors, please correct me.