There is a problem with SSL handling, visible in Home Assistant: home-assistant/core#154294
I believe it might be because Python 3.13 (which HA 2025.10.2 uses) has changes to asyncio SSL handling that break the pyvlx library's connection to the KLF200.
Python 3.13 introduced stricter SSL certificate validation by adding two new, enabled by default, flags to ssl.create_default_context(): VERIFY_X509_STRICT and VERIFY_X509_PARTIAL_CHAIN.
I believe velux' self-signed certificate is failing these stricter checks.