The issue is due to lightmass quality and smoothing settings, each object gets processed by itself so the smoothing can be a little different between objects. In your case, don’t model that way, it’s a huge waste of resources because each object ends up as a draw call, you can easily make that entire wall as a unique static mesh instead of building it out of pieces.
The only reason to use pieces is if they are pretty high poly and that would save memory or because you have some kind of code that builds things dynamically so you don’t know what the size of a thing might be.