Hi @nesvarbus and @fabrizio-azzali,
Thanks for your comments.
Since version 7.0, Yoast SEO generates the XML sitemap based on the “Show in search results?” setting. If you decide to not show a given post type in the search results, the associated sitemap won’t be generated either. You can select what post types and taxonomies to show in the search results (and consequently include in the XML sitemap) under “SEO > Search Appearance”.
Additionally, you can also define this setting per post or category. If you go to the edit screen of a post, you can specify whether you want the post to appear in the search results (and in the XML sitemap) under the Advanced tab of the Yoast metabox. Please, refer to this post for more information: https://yoast.com/yoast-seo-7-0/
Notice that you’ll normally want to include in the XML sitemap only those posts that you’ll also want to appear in the search results. That’s why we’ve removed the settings page for XML sitemaps.