Expand error msg on why yaml defined entities can't be changed from UI

[mrand]

Proposed change

Many users find the "This entity does not have a unique ID, therefore its settings cannot be managed from the UI" message too cryptic.
Here is one of several threads: https://community.home-assistant.io/t/this-entity-does-not-have-a-unique-id-therefore-its-settings-cannot-be-managed-from-the-ui/182307

I know my proposed wording might not be ideal, so open to other wording!

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New feature (thank you!)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Example configuration

Additional information

• This PR fixes or closes issue: fixes #
• This PR is related to issue:
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• There is no commented out code in this PR.
• Tests have been added to verify that the new code works.

If user exposed functionality or configuration variables are added/changed:

• Documentation added/updated for www.home-assistant.io