Beautiful bit of linguistic connection! 

However, since "yoke" is a mere English translation, the far more interesting question is whether the underlying Greek word (zygos = yoke or balance) is connected to your Proto-Indo-European *yeug. Among the Greek word's cognates is sy-zeug-nymi = to yoke or join together [sy = with, and nymi = an ending]), and that strikes me as very possibly ultimately derived from "*yeug."

The following establishes to my satisfaction the connection between *yeug, zygos and yoga (as well as the English yoke): http://www.thefreedictionary.com/_/roots.aspx?type=Indo-European&root=yeug-

The following suggest to me that perhaps "discipline, constraint,subjection" might be better than "union" as an meaning of yoga, and on that understanding the connection between what Jesus said and yoga would be a good deal closer: https://www.quora.com/What-does-the-word-yoga-mean-in-Sanskrit

Thank you for the connection.