The trains that terminate at Yishun station belong to Bishan
Depot.
Letting trains terminate at Yishun allows for a higher frequency at
the heavier corridor between Marina Bay and Yishun. I suppose
statistics (and observation) do support the fact that half of
passengers alight between Yishun and Dhoby Ghaut, especially at
major transfer, popular and residential areas like Orchard, Toa
Payoh, Bishan, Ang Mo Kio and Yio Chu Kang.
Hence, half of the trains will turn back at Yishun to shuttle as
many people out of the CBD area as possible during peak
hours.
Probably, probably, in the future the trains might decide to turn
back at Woodlands, but unless there is a schedule revision and also
enough extra trains (i expect 4 trains) to support this, that might
not happen for a while.
And even if it happens, some trains are still expected to turn back
at Yishun due to proximity to Bishan Depot. You see, putting the
turning point too far defeats the purpose of extra trains
supplementing the network as trains have to start leaving earlier
to travel from Bishan Depot to Woodlands before reverting back.