I don't think the border guards specifically check the rental terms and conditions. Canadian border patrol guards will NOT let a Canadian citizen into Canada in an American rental car, though (they don't want Canadians crossing the border to take advantage of low[er]-tax American rental cars, I guess). But if you're not Canadian, you should probably be fine.

At the very least (if they do give you grief), if all you want to do is say you've been to the Yukon, you can leave the car behind and just walk across, take a picture, and then walk back.