Yes, it is a waste. To tell you the truth, getting rid of egg yolks to lose weight is a detail AND also controversial still (scientific community has not really reached a consensus). So basically, you don't have to. I tried to limit the amount of saturated fat in my EMBM recipes, just to place readers in the best conditions to actually lose weight (that's the goal, right?).
Now, for what to do WITH the egg yolks, well, I don't have much of an answer, I'm afraid. If you choose to leave them out for weight loss and overall good health (and I think we should), than the yolks go in the trash. As much as I dislike wasting food! (Trust me, my kids hate me for being a stickler on that!).