I downloaded latest build from GitHub and now it works, but I discovered another bug.
When you enable Distance Fields in rendering settings and place any full meshes (that is fully closed) this happens in viewport:
https://dl.dropboxusercontent.com/u/70400220/Bugs/skylight-bug-distance-field.png
The black walls are BPS and the black mesh in middle in static mesh without one face.
Disabling this option put everything to normal (or just not using closed meshes).