Same issue, UE 4.27.1.
Persistent level with sub-levels (Streamed, Lighting scenarios).
And after switching between the levels, all the Blueprints that contain Blueprints (with Static Meshes inside) loose their baked lighting. In my scenario the whole nested Blueprint-stuff is nice-to-have only, so I’m not nervous about it, but I don’t see a reason, why these behaviour is nececssary.
After all, it’s only a baked static mesh. Come on, Engine!