Here is a temporary fix that involves editing a file from Oxygen until this gets officially fixed by Soflyy.
Update: I created a plugin for those who do not feel comfortable editing Oxygen’s files. Get the WPDevDesign Oxygen Yoast SEO plugin.
For those who don’t mind editing Oxygen, here’s the alternate way:
return data + ysco_data.oxygen_markup;
After this, content in Gutenberg (or class editor) will be parsed and included in Yoast’s SEO analysis.
This modification will get overwritten when Oxygen gets updated which should not be an issue since the next Oxygen update hopefully includes this (or a similar) fix.