Question

why unsaturation hydrocarbon burn in air with yellow smooth flame

Answer 1

Unsaturated hydrocarbons like ethyne, also known as acetylene, burn to produce a yellow, sooty flame due to incomplete combustion in air.
The flame is sooty because the percentage of carbon is comparatively higher than that of alkanes and so does not get completely oxidized in air.

Answer 2

For weight by weight, they contain more carbon than a saturated hydrocarbon and will require more air for complete combustion. If you use them in a burner burning saturated hydrocarbon, it will give a yellow flame if you don't change the airflow. Yellow flame is an indication of incomplete burning.