What are the undocumented values for referencing_class in sys.sql_expression_dependencies?
This deficiency in the docs was raised as an issue in August 2019, with MS comment being

We've created an internal work item (1595947) to investigate and
potentially update the article.
We're going to close to this item and track with our internal work
item

Until such time as MS update the article (or accept a PR against the docs), here is a probably-partial list of the other possible values:

referencing_class referencing_class_desc
----------------- ----------------------
7                 INDEX
9                 STATISTICS


7 = Filtered index (note that regular unfiltered indexes do not feature in this system view at all)
9 = Filtered statistics

This Microsoft Support Document shows referencing_class = 7 in relation to filtered indexes.
Based on the Remarks section there are no others probably.