Change Activity Type - without Editing

You can't customize the list from the activities page. You'll only have a subset of options based on the original activity type. However, you can open the activity by clicking on the title, then choose yoga from the drop-down menu.

That was my point. Why doesn't the subset include the types of Activity I actually do and not lots of activities I have never done.

The subset on the dropdown list on the All Activities list contains all disciplines of the same category, in order to be able quickly fine tune the subcategory, such as for example "Road Cycling", "Garvel Cycling", "MTB" or "Commute Cycling" instead of the plain simple "Cycling" that is (unlike the subcategories) widely supported by most devices. All subcategories are listed, and allow you to pick up whatever you want, unrelated whether you already done any of the the sports or not). If you want to change the main category (Run, Walk, Cycling, etc), then as seilogramp already wrote, you have to do it on the detailed activity page, since it is more invasive than just the subcategory adjustment.