Exercise guidelines during weight loss and HIIT

Am I understanding the exercise guidelines from the weight loss program videos correctly to say to just stay with continuous low intensity exercise like walking and yoga during the weight loss phase? Will continuing with high intensity type of exercise routines during weight loss interfere with results on a physiological level? I understand it will bring up thoughts, as does standing on the scale… I’m wondering if there is a physical reason why just walking/yoga are recommended during the weight loss phase. I also understand it is ultimately up to me but I’m looking to not sabotage my efforts and gather information about what has worked best for others who have done the programs. Thank you!