Does Master Yi's Legend ability remain applied to the defending unit post combat?

No — the +2 falls off the moment combat ends.

Wuju Bladesman, Starter's ability is a continuous passive ("While a friendly unit defends alone, it gets +2 might"), not a one-time buff or a lasting trigger. It's rechecked constantly, so the instant the unit stops defending — which happens at the end of the Showdown when Attacker/Defender designations are removed — the condition fails and the bonus is removed. There's nothing that "sticks" after combat, and the same applies mid-combat if a second unit joins the battlefield (FAQ #10141, #3935).