Emitter disappears after execute - Building All Levels

Hello! I’m newbie and currently studying lighting in Unreal Engine 5.3. I’ve got emitter objects at the scene (Magic Portal and Candle on screenshot) and after adjusting lighting and executing Build All Levels command it suddenly disappears.

Although if i Hit Build lighting only - objects are still there and don’t disappear. And if i hit Play button they are there as well.
Pushing Reset Emitter Command in the Details does not help.
Could somebody explain why this happens and possible solutions? Thanks in advance.