It's almost certainly mislabeling. Americans have long mistakenly called sweet potatoes yams, but most have never even seen a real yam. Yams are starchy, not sweet, and are used in Carribbean and Puerto Rican and African cooking.
On the Big Island of Hawai'i purple sweet potatoes grow very well, and are a common item at farmers markets.
What they're selling at the Asian store might even be from Hawai'i, where they are called Okinawan sweet potatoes. But "yams" is easier to write on a sign.
Here are more details on why firm sweet potatoes are called sweet potatoes in the US while soft sweet potatoes are called yams. It comes up every Thanksgiving...
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