Would Orlanthi even be able to worship Yelm if they wanted to? Dara Happans need to be descended from Yelm to worship him directly, and the Grazelanders can because they've maintained sufficient ritual purity by being Pure Horse People.
If Yelmalions can get their fire powers back from completing a Hill of Gold Heroquest, would Elmali also be able to get fire power from a Heroquest?