Well "supports" is a very broad term given that yubikey supports multiple applets (OpenPGP, PIV, U2F, static passwords etc.).
Do you mean this:
> YubiKey challenge-response support for strengthening your database encryption key
From https://keepassxc.org/blog/2017-06-26-2.2.0-released/
Then it's not clear for me how this works exactly.