The Nest x Yale smart lock that was introduced in 2018.
Photo by Florence Ion for The Verge

However, the ability to connect directly to the Nest x Yale Lock will be lost when the update for the Nest Hub Max is released. There will be a small number of people who will be temporarily disconnected until they add another dongle, but at least they will have a free one.

There is a post on the company's community page.

Once this software update rolls out, Nest Hub Max will no longer support bridging or range extension. At that time, users whose locks are connected to Wi-Fi via a Nest Hub Max, or that are out of range of their Nest Connect or Nest Guard will not be able to lock or unlock their door with the Nest app. Users will still be able to lock and unlock the door using the keypad on the Nest x Yale Lock. Nest Detects that are out of range of Nest Connect or Nest Guard will not be able to connect to Wi-Fi and report their status in the Nest app.

When the Yale Lock was launched as one of the first Thread-Ready devices, it required either a bridge or a home security system to connect. A few people were able to connect the Nest x Yale Lock to it without the need for a bridge because of the Thread border routers in the Nest Hub Max.

The lock and the door sensor are no longer functional after the July update. Anyone with a device that doesn't already have a nest connect or a nest guard will need a nest connect to connect them If you don't own a Nest Connect or a Nest Guard and are impacted by the update, you'll get a coupon code for a free Nest Connect from the Google Store or you can contact support.

The Nest x Yale lock, Nest Guard, and Nest connect are based on an earlier implementation of Thread and do not support features required for Matter. It is not possible for the Nest Hub Max to support multiple Thread networks or network configurations.

The Nest Hub Max has had a Thread radio and router in it since launch, but getting it working required some tinkering.
Photo by Dan Seifert / The Verge

The Nest Hub Max will be able to act as a Thread border router, as well as being able to act as a Matter controller, according to a May post on the search engine's website. The setup process for this feature is more cumbersome than the Thread border implementation.

The support for the Yale lock isn't planned at the moment. Even though Matter has a Thread radio, there are still limitations that keep it from being implemented over Thread. The thread-enabled bulbs and strips won't work with Matter. I can't ask her to explain it because she's on vacation.

You can't make an omelette without breaking a few eggs, and sometimes you have to get another device to keep your smart lock on.