"may" but probably won't
Sadly no-one has ever shown any evidence of this happening in real life
Each sensor, when triggered, sends a message to the control panel (or siren if no panel) which includes its own electronic serial number so that the receiver knows if it is one of the sensors from your own house. The signal lasts for a fraction of a second.
If two sensors are triggered at exactly the same time, their signals may interfere with each other. This is not easy to achieve. They would also both have to be within range of the receiver.
If your house has, for example, a sensor on the front door, and others in various rooms, it would possible, but increasingly unlikely, for a neighbour to trigger his sensors at the same time as yours.
It would take a confident burglar to hope that this would happen, and a fortunate burglar if it did.
This is of course all speculation as no-one has evidence of it happening with a Yale alarm.