There are color laser printers.

On a monochrome printer, I guess you can still to steganography by messing with the dithering, I guess? However, since the stated aim of the fingerprinting is to catch money counterfeiters, I guess they are less interested in monochrome.

Are any major banknotes monochrome?

Each layer is, but that's probably more advanced than just "printing a banknote".

That anti feature is absent there. Black instead of yellow dots would be very visible

I believe, could be very wrong, that its only on color printers and uses the Yellow color to print dots too small to see with the eye.