Why didn't they mention them in the lecture notes?

I don't know what "notes" you are referring to, but if you mean the chapters of The Feynman Lectures on Physics, the recordings and photos of Feynman's 2-year Caltech course on Introductory Physics were the source material from which they were made. When these edited versions of Feynman's lectures were created there was no intention of publishing the lecture recordings or photos - indeed there was no intention of publishing them as a book! You can find all the recordings and lecture photos, as well as Feynman's lecture notes and other materials related to The Feynman Lectures on Physics at www.feynmanlectures.caltech.edu.

This is dope, I had no idea there were recordings of Feynman like this

Yang died very recently. He was 103 years old.