This is indeed the expected behavior. output. WordPress saves the date/time in the database in GMT and Yoast SEO uses the GMT date and time (+00:00) as well. This might cause confusion sometimes but is exactly according to?the specification. And UTC is the same timezone as GMT, just named differently.
WordPress takes that local timezone information you have set in WordPress > Settings > General > Timezone, uses it to calculate the UTC, and then outputs that in UTC. This makes it easier and more consistent for search engines to follow and use. For more information about the date and time formats, please refer to this link:?https://www.w3.org/TR/NOTE-datetime.
However, if you believe the date & time you see is wrong, please let me know exactly what you expect to see so as to compare both