[core] Migrate entities to use lazy callbacks (#12580)

esphome/components/sensor/sensor.cpp

@@ -76,9 +76,7 @@ StateClass Sensor::get_state_class() {
 
 void Sensor::publish_state(float state) {
   this->raw_state = state;
-  if (this->raw_callback_) {
-    this->raw_callback_->call(state);
-  }
+  this->raw_callback_.call(state);
 
   ESP_LOGV(TAG, "'%s': Received new state %f", this->name_.c_str(), state);
 
@@ -91,10 +89,7 @@ void Sensor::publish_state(float state) {
 
 void Sensor::add_on_state_callback(std::function<void(float)> &&callback) { this->callback_.add(std::move(callback)); }
 void Sensor::add_on_raw_state_callback(std::function<void(float)> &&callback) {
-  if (!this->raw_callback_) {
-    this->raw_callback_ = make_unique<CallbackManager<void(float)>>();
-  }
-  this->raw_callback_->add(std::move(callback));
+  this->raw_callback_.add(std::move(callback));
 }
 
 void Sensor::add_filter(Filter *filter) {