One big problem in Yemen is that it is difficult to tell if there even is a "devil you know". Allegiances shift. Tribes feud over personal or territorial grounds as often, or more, than political ideologies. Tribal leaders can be bought, fall out with former allies, ally themselves with former enemies on purely practical, pragmatic grounds. Facts on the ground can change faster than western intelligence can keep up with or react to.
A look at the history of Yemen may help illustrate some aspects of that: Till 1967 Aaden and the surrounding areas were British. After the British left, Yemen split into two parts in 1970, a Marxist "Democratic People's Republic" heavily sponsored by the Soviets, and an Islamist part. Those two fought till 1990 when the collapse of the Soviet Union meant dwindling support forced the Marxists to seek an arrangement with the Islamic part of Yemen. Complete unification (if you can call it that) only happened in 1994, after a Marxist uprising was put down under the command of Ali Abdallah Saleh, who ruled the country till very recently.
Saleh, by the way, wasn't always all that eager to stand up to Islamist radicals at times, e.g. he was accused at the time of not being exctly helpful with the USS Cole investigation, but was forced to do at least a little bit about them if he didn't want to piss off the Saudis and the US. The US gave Yemen money to help fight in the 'war on terror' (and Yemen is dirty poor, plus we all know how money can often find its way into the pockets of less-than-democratic governments) and Yemen has a long history of border disputes with Saudi Arabia that never did the Yemenis much good. That probably didn't sit so well with at least some of the locals who figured that Saleh was 'their' man.
Speaking of Saudi Arabia, it may be worth noting that what are now the three southernmost regions of Saudi Arabia were claimed by Yemen until the 1920s, when the Saudis annexed those parts. The current Saudi/Yemen border was set down in 1934, but has long been disputed. Under Ali Abdallah Saleh the border was set down again in the Treaty of Jeddah, but there certainly are many Yemeni tribes who are not happy with a border drawn right through what they might consider their traditional lands. That didn't endear the Saleh government to some tribes, Islamism and religious issues aside, even if they may have fought with Saleh against the Marxists only a few years earlier.