I am mostly just curious why you would want to do this? What are you trying to achieve?
As for your latest comment:
Is your object set to movable? If no then it is trying to bake lighting, which means it is trying to bake down lighting information to a texture, for which you need an unwrap. Generating lightmap UV’s does not work since as far as I know Unreal does not actually create an unwrap itself but it just lay’s out the UV shells in the most optimal way making sure that all the shells are normalized and the exact same pixel density for the best results while packing it into the 0-1 uv space.
So without a unwrap to start with it simply can’t generate anything useful.