You can't make a Detachment Ynnari if it doesn't contain one of the Ynnari
HQs. p66, para 3 of Phoenix Rising.
It does look like this is an oversight in the Battlescribe data. There seems to be no reason why you can't use Exalted of Ynnead even if you don't have an YNNARI Warlord.
There is an open issue to look at reworking the whole Ynnari <-> Other Aeldari interaction,
https://github.com/BSData/wh40k/issues/5732. It's been around for a while though, probably because reworking it will involve breaking existing lists.