Yes, but still it's a database CLIENT. It's not a progrram with an integrated DB and GUI. There is only the methods available for working on the BD as supplied by the DB vendor (mysql). For the dicussion it does not matter whether you connect with the C-api as sqlyog does or any other method. Sqlyog is not part of the database.
I find it harzardeous to DELETE or UPDATE a record if it is not uniquely identified. For databases used by personal websites and the like you might be able to control it, but with big corporate databases – no!
But I agree that other ways of uniquely identifying a record than the PK (and I can only think of an unique index) should be possible.