I just set up a ZST39 LR this week and have the same issue. Or rather, I can see the devices included, I just don’t get any entities. Do you get confirmation of inclusion or do you get an error message at inclusion?
And homeassistant / z-wave js / zooz usb dongle are not guilty !!
The problem is that all my devices were in a network previously. And that I had to factory reset them (the controller was dead).
However, the devices documentations are so… unclear that I did not manage to factory reset them. Once I understood that, I could include my existing z-wave devices.
Honestly, I don’t understand why it is so complicated to reset these devices. And why z-wave needs this (so) complicated way of re-pairing things.
And to answer your question, once included I don’t have issues any more. It is working well.