Just loaded YOU, asked for an update system. YOU told me there was a new kernel. I said, ok, download and install it. YOU opened the following window:

Patch: kernel
Summary: The Linux Kernel on x86 architecture.
This update can be used to install a new kernel.

If you decide to use the kernel update, we recommend that you reboot
your system upon completion of the YaST Online Update, as additional
kernel modules may be needed which can only be loaded after the system
is rebooted.

If you are in the course of performing a new installation, you should
deselect this kernel update in order to avoid problems with the hardware
detection during the installation.

My question is: why additional kernel modules need reboot to be loaded?

Well quite frankly, when it builds a kernel, no matter the means of how you compile a new kernel, before you can start using it, you have to reboot into it. Currently there isn't a way to apply changes and updates to a running kernel.

Got it.