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 -> Content Types -> Lasso in your WordPress Admin sidebar.
You'll want to make sure that both of these are toggled off:
"Show lasso in search results"
"Enable SEO controls and assessments
Then you're good to go!