Water heater was the only entity type that directly called
encode_message_to_buffer() instead of fill_and_encode_entity_state().
This meant device_id was never set on WaterHeaterStateResponse,
causing entities with device_id to show as unknown in Home Assistant.
Expand the device_id integration test to cover all entity types:
cover, fan, lock, number, select, text, valve, water_heater,
alarm_control_panel, date, time, datetime, and event.
Closes https://github.com/esphome/esphome/issues/14206