Fantasy genre often struggles with the distinction between the species and the races, and the opposing desires for having multiple exotic species and satisfying the desire for a viable inter-breeding with the exotic from a mundane human.
For example, in DnD, initially the half-elves were rare sterile wretches denied the elven communal consciousness and hated by humans as an unfortunate product of inter-species cross-fertilization. That was eventually smoothed over, and elves became real pretty pointy-eared humans with vague reference to a higher philosophical and artistic ideals nobody really gets to see.
Star Wars struggled with a perennial desire to breed humans with twileks (and everything else that moves and have females that can be reasonably appealing to a human male), resulting in endless debates on half-Twileks. Star Wars verse really takes the cake on the whole species creation initiative, so they have it the worst.
Now, in Blade and Soul, Gon and Jin actually feel like races, not species. It’s not hard to see the two interbreeding and producing offsprings.
Lyn are distinctive species.
Lyns are by the virtue of carrying the animalistic treats (similar to the non-playable species that are bi-pedal, sentient and somewhat antropogenized monkeys, lizards, wolves, etc. How far the Lyns are genetically removed from Gon and Jin will determine if they can produce viable and non-sterile offsprings.
Yun, unlike Lyn, looks completely human. However, the description says ‘female only’ that may mean either of the two.
Yun may be Human by species, and either Jin or Gon as a race, or a third race, and interbreed with Humans. They then rely on the Human Males of whatever race to reproduce simply practice social customs that either eliminate male offsprings at birth or prevent the formation of a male offspring via magic.
Or, Yun is a separate species that are capable of self-propagating. Which means that they should be capable of parthenogenesis in one of its forms, or be hermaphrodites.
There is an exciting Wiki article on the subject… To me, androgynous, hermaphrodite species would have been more interesting, but then the Character Creator should have let me put together cool otherworldly androgynous creatures.
Curiously, I suspect that the devs would get more flak for: “OMG, this game is immoral!” if they flat out created an ephemeral sprite-like Hermaphrodite or Parthenogenetic species, then for the suggestion that Yun are really just nubile human gals ripe and ready for human males to fertilize, and they kill off or prevent conception of the male babies, 'cause reasons.