When you install Lasso we automatically exclude every Lasso Link and Lasso Group you create from your Sitemap generated with Yoast. This will prevent Google from trying to index these pages during their crawls of your website.
Note: All Lasso Links will be excluded from Google's index anyway but if they are included in a sitemap they will show up as an error in Google Search Console.
To make sure Lasso is excluded from your Sitemap go to Yoast -> Search Appearance in your Wordpress Admin sidebar:
In Search Appearance, you will want to click on the "Content Types" tab and then disable Lasso from appearing in search results.
That's it, just hit "Save changes" and you will be good to go!