If you only use dynamic lighting (all lights set to movable), and are not going to add any static/stationary lights, you do not ever need to build the lighting once you turn on a setting. Even without this setting change building the lighting shouldn’t make any difference.
Click on the Settings toolbar button and then World Settings, which will open up a new details style panel. Scroll down to the bottom of the Lightmass section and click the little down arrow to expand the advanced settings, then check the “Force no precomputed lighting”. Follow what it says in the pop up a box and build the lighting one final time.
From now on if you try to build the lighting it should show a box saying it failed, which you can just ignore.