A short snippet using the Yoast filter to exclude post types from the Yoast Sitemap.

exclude_post_types_from_yoast_sitemap.php

<?php
add_filter( 'wpseo_sitemap_exclude_post_type', 'your_prefix_exclude_cpt_from_sitemap', 10, 2 );

function your_prefix_exclude_cpt_from_sitemap( $value, $post_type ) {
    $post_types_to_exclude = [
        'post_type_one',
        'post_type_two'
    ];
    
    if ( in_array($post_type, $post_types_to_exclude) ) {
        return true;
    }
}