Yoren does not tell Arya that in the book, and their relatiosnship was not as close seeming as the on-screen relationship. In the book, he whips her legs so hard with the side of his sword after she beats up Lommy or Hot Pie (I forget which) that she bleeds. He doesn't listen to her when she says they should not stay at the keep, and she's too scared of him to really argue further, then he dies. The name prayer of people she wants dead is not Yoren's idea, she just starts doing it so she won't forget them.
I like the show Yoren much better, and their relationship was better. I liked him telling her about the names and thought that worked well to explain why she does it because otherwise, since she does it alone, she'd have to talk to herself or something. She may do that anyway, but it will give it a little more impact, especially when she does it even after Yoren told her how it drove him crazy and then caused him to have to run to the wall.