Scrobbling on Last.fm
Yandex.Music lets you broadcast information to your Last.fm profile about the tracks you've listened to. Scrobbling on Last.fm is a convenient way to save your listening history; it's a way to improve the quality of the personalized recommendations the service makes.
You can enable Scrobbling in the settings of the web version of Yandex.Music. Make sure that you enable it using the same account that you use in the app.
The app doesn't send data about the tracks you listened to on Last.fm immediately, but rather in groups of 25 recordings.