It won't hurt him. Frosty can hear me opening yogurt all the time from a "mile" away; he can be out on the porch or sleeping in the other room; he'll come to me running and begging! and will pressure me to share with him . Plain yogurt is actually good for them. Helps with digestion and fights bad breath. A dollop every now and then is fine.
The cat likes yogurt because it is yammy for the cat! As long as the cat does not have digestive problems with it you should treat him once in a while. My 4 cats drink a gallon of whole milk in 10 days. They seem to love it. They eat yogurt, and sour cream, and cheese too.
Yogurt is quite good compared to other dairy like milk and cheese due to the live digestive bacteria inside. In fact, some raw food products include yogurt in them for this very reason. If your cat likes to get a dairy fix in the form of yogurt, that's probably a good thing. Mine is obsessed with any plastic bag noise because I put cheese in plastic bags (as well as 400 other things). She freaks out to no end when she hears the plastic bag rustling.
I heard some cats have big trouble digesting milk, just like we humans.
My cats love warmed up milk. After they drink it, they would sit down, close their eyes, and slowly fall asleep in the sitting position.