Here's an article on how these work:
These are for test...Not intended to be used as a permanent connector for range extension. You may get lucky. It is rated at 100 cycles max. (Remember they probably used a number of these cycles during manufacturing.)
Summary. It is a Microwave Switch Connector. No observable "lip" on connector to hold a connection permanently. It is a N/C connector and passes the signal through to the on-board antenna. When interrupted by the male pin, inserted during test, it re-routes the signal to the contacting pin, disconnecting the on-board antenna.
Digikey has these connectors: http://www.digikey.com/us/en/ph/Murata/SWF_Connector.html But the official male connector is not a latching type, like the U.FL types. The one male plug available is http://www.digikey.com/product-search/en?site=us;lang=en;vendor=490;Keywords=MXHS83QE3000 but is ~US$50 and doesn't appear to have a holding "lip".
They are completely incompatible with the U.FL type.... No amount of forcing, twisting or whining is going to get these to mate.
It COULD BE that someone clever could replace that SMT connector with a pinout-compatible U.FL type, (voiding any warranty, and possibly messing things up,) but some hacker might get lucky and post the results here. We are probably all anxious to be able to find a way to have the Yún in a metal enclosure and yet still have WiFi connectivity.