Specifically for the GE 12730 fan controller, this is an old device and doesn’t support the Association command class. It is not a Z-Wave Plus device, thus there’s no requirement for there to be a Lifeline group association. It’s no surprise then that trying to create non-existent associations would fail. For old devices like these, you need to setup polling if you need accurate state.
In my personal usage, the 12730 will only update its state on single button presses, e.g. pressing the button on or off. It does not report intermediate speeds (holding the on button). Knowing the exact speed was not important for me though, so I didn’t bother with polling.