MQTT integration - problem adding device - yaml config vs discovery

Anyone had success converting MQTT discovery to manual sensor yaml entities?

I am able to add the same sensor, yet with yaml the device discovery is not working and the sensors lack the “related” settings, while with mqtt discovery device is added as well.

Sensor added, device added

alias: MQTT manual add
sequence:
  - service: mqtt.publish
    data:
      topic: homeassistant/switch/computherm_3/config
      retain: true
      payload: |-
        { 
          "name": "computherm-3-extra", 
          "uniq_id": "wifito868gw_computherm_ABCDEF", 
          "stat_t": "wifito868gw/computherm/ABCDEF/status",
          "cmd_t": "wifito868gw/computherm/ABCDEF/control",
          "avty_t": "wifito868gw/availability",
          "icon": "mdi:thermometer-lines",
          "device": {
              "identifiers": ["(ESP8266MOD, wifito868gw)"],
              "manufacturer": "WEMOS",
              "model": "D1 Mini",
              "name": "wifito868gw"
          }
        }

core\homeassistant\components\mqtt\discovery.py | async_discovery_message_received | if CONF_DEVICE in payload is called
→ async_forward_entry_setup → async_setup

Sensor added, device is not added

- platform: mqtt
  name: "wifito868gw Temperature"
  unit_of_measurement: "°C"
  state_topic: "wifito868gw/sensor/status"
  icon: "mdi:temperature-celsius"
  availability_topic: "wifito868gw/availability"
  device_class: "temperature"
  state_class: "measurement"
  value_template: "{{ value_json.temp }}"
  device: 
    connections: [["mac", "98:CD:XX:XX:XX:XX"]]
    identifiers: ["(ESP8266MOD, wifito868gw)"]
    manufacturer: "WEMOS"
    model: "D1 Mini"
    name: "wifito868gw"

core\homeassistant\components\mqtt\sensor.py | async def async_setup_entry is called