Change naming of MQTT entities to correspond with HA guidelines (#95159)

* Set has_entity_name if device_name is set

* revert unneeded formatting change

* Add image platform

* Follow up comment

* Don't set `has_entity_name` without device name

* Only set has_entity_name if a valid name is set

* Follow device_class name and add tests

* Follow up comments add extra tests

* Move to helper - Log a warning

* fix test

* Allow to assign None as name explictly

* Refactor

* Log info messages when device name is not set

* Revert scene schema change - no device link

* Always set has_entity_name with device mapping

* Always set `_attr_has_entity_name`

* Cleanup

tests/components/mqtt/test_init.py

@@ -2821,7 +2821,7 @@ async def test_mqtt_ws_get_device_debug_info(
     expected_result = {
         "entities": [
             {
-                "entity_id": "sensor.mqtt_sensor",
+                "entity_id": "sensor.none_mqtt_sensor",
                 "subscriptions": [{"topic": "foobar/sensor", "messages": []}],
                 "discovery_data": {
                     "payload": config_sensor,
@@ -2884,7 +2884,7 @@ async def test_mqtt_ws_get_device_debug_info_binary(
     expected_result = {
         "entities": [
             {
-                "entity_id": "camera.mqtt_camera",
+                "entity_id": "camera.none_mqtt_camera",
                 "subscriptions": [
                     {
                         "topic": "foobar/image",