Hi Frequia,
This is a necessity when using static or stationary lights. The reason being that the light information needs to be rebuilt and put into a texture called a lightmap. This lightmap stores light and shadow information so that it does not have to compile it at run-time. This is great for performance gains because this lightmap does not have to calculate shadow information at run-time.
If you want to avoid this you will need to make your light sources (directional, point light, and spotlight) movable rather than static or stationary. This can cause an FPS hit depending on the number of shadows being calculated for your scene.
If you have any other questions feel free to ask!