The reason is that Home Assistant (maybe wrongly) will currently detect USB-device with a Silicon Labs CP210x (UART-to-USB bridge/converter) chip that ships with the default product description from Silabs as a Z-Wave adapter.
The problem there now is that ITead who makes that Sonoff adapter forgot/missed to write a custom product description to their CP2102N chips in the first few batches of dongles before shipping them. Newer batches of those dongles do ship with a custom product description of “Sonoff Zigbee 3.0 USB Dongle Plus” their CP2102N chips.
The best way to fix it for that Sonoff adapter specifically would be to somehow write “Sonoff Zigbee 3.0 USB Dongle Plus” as a new product description for the CP2102N chip on its board so Home Assistant can identify it as an adapter for ZHA.
ITead has released a script that is meant to write “Sonoff Zigbee 3.0 USB Dongle Plus” as a new product description for the CP2102N chip but I have not heard it working for anyone as of yet
A newly merged patch will then make the next release of Home Assistant automatically discovery that “Sonoff Zigbee 3.0 USB Dongle Plus” product description and redirect that discovery to ZHA integration, (so that should work out-of-the-box with Sonoff Plus dongles from newer shipped batches).
There is more information in this other thread, including links to possible scripts and tools for CP210x: