This is the result of a known issue. The bug for the issue is this one: After HA upgrade to 0.115.0b8, yeelights entities are not available. (There’s another issue for the same problem, not yet marked as a duplicate.)
There is a "pull request"1, Fix yeelight connection issue, currently in progress. But it’s not yet "merged"2, so the problem isn’t fixed as of HA version 0.115.6. It seems like it’s going to take some additional work for the PR to be ready to be added to a HA release.
1 A pull request, or “PR”, is GitHub mechanism for proposing an improvement to a piece of code. In this case, think of it as a candidate fix that’s not yet verified or approved.
2 Merged is git terminology for “accepted” or “incorporated”. In this case, because the pull request isn’t merged, we’re still waiting for the fix to become available.