Change security for z-wave devices

Dear all,
I just migrated to z-wave JS UI and all my devices shows up and works, but I see that they have different security.
Can I change the security and authentication on existing devices?
Some has no security, some has So_legacy and some S2_unathenticated.
I think all devices supports authentication but I cannot see how to chang this, od do I need to exclude them and re-connect?

You cannot change the security level of a ZWave device without rejoining it.

When considering security… S0 has 3x thd comms overhead than no security (read: a few S0 devices are ok but too many of them can kill your network performance) so try an minimize S0 connected devices.

For this reason in my network I do not join a device as secure unless it REQUIRES security or it’s otherwise participating in a security function.

Ok, thank you for the clarification.
A follow-up question is if the security level is relevant when it comes to mesh establishment?
My thought was if mains powered devices can connect mesh connections even though on different ecurity levels, perhaps a stupid question but I just like to make sure.
Thanks for all good input!
I only have lamps and greenhouse devices and security is not really needed for me.