WTH scene.create is only working if you temporarily add second level entities

  - action: scene.create
    data:
      scene_id: temporary_light_scene
      snapshot_entities:
        - light.wled
        - light.wled_main

This works, but only if you add a sub-light.wled entity like “select.wled_color_palette_2” temporarily. After you added it, you can delete it again and then the original code mentioned above continues to work.

I think you have a miss conception here. Wled has odd functionality and this is a byproduct of that.