My engagement ring is pallidium, do you think it'd be weird to get a yellow gold wedding band?
Aesthetically it's totally up to you. I'd consult with a good jeweller first though for advice because certain metals have different levels of hardness and as a result shouldn't be worn together long term.
For example, I have an 18 carat white gold engagement ring. Initially I'd planned to get a 9 carat white gold wedding band as it was far cheaper and nobody would know the difference. Fortunately my fabulous jeweller advised me against it, as despite being less valuable, 9 carat white gold is actually a harder metal than 18 carat. As a result if you wear 18 carat and 9 carat together for a long time, eventually the harder metal will wear away the softer gold!
As I am planning to wear my rings for the rest of my life I've gone for an 18 carat band.
So, yes! Get a jewellers advice first.