Let’s Encrypt doesn’t require “www.” subdomains to exist. Certificates are issued for the exact list of names the client requests. The label “www” isn’t treated specially at all.
Some CAs automatically add “www” names to certificates – which is usually useful when you’re getting a certificate for “example.com”, and markedly less so when you’re getting a certificate for “blog.example.com” – but that’s never been Let’s Encrypt’s approach.
As an example, the certificate on this website contains only “community.letsencrypt.org”.
The software you or SiteGround are using might have further requirements, but they’re not coming from Let’s Encrypt.
There are other threads on this forum about SiteGround renewal issues – particularly this one – but I don’t think there’s much specific information.
Can you ask what they mean?