If it was illegal to enter an intersection on a yellow, there'd be no distinction between yellow and red and no point in having yellow. A long time ago (within my memory) there were traffic lights that were only green or red and it was quickly realized the difficulty that posed for approaching traffic when the light turned red. To solve this without adding another color, when the red light would come on the green light would stay illuminated for some seconds. The period with both lights illuminated served the same function as yellow does today, which is to signify an impending red so that you should either proceed or stop depending on speed/distance from the intersection.