Ah, I see the Windows version is different. Current Linux version is 12.6 - whether this is just ancient or they version them separately I don't know, but you can set a user added search as default in Linux. I was not able to do this with the Windows version.
The thing is, the hosts file solution is a hack so I'm not sure how receptive the team would be to adding another hack to the site to support a hack. I'll pass on this issue nonetheless.
For now, all I can suggest is that you use the keyword set up when you added the search or you use one of the other sites in your hosts file as described on the help page:
Though as it points out, if you add bing or google to the hosts file, it will override that entire site.
Odder still, is that the Yahoo thing still works for me in Opera on Windows - it still uses search.yahoo.com - keen to find out if anyone knows why a different url might be used in this case.