Yes, as I said the linker did not find the implementation from the Game Mode Base class for your child class.
You wrote this is a bug, but this behavior is the default case for many classes from the UE4 source code. You only inherit the methods the classes export from their module (e.g. “Core” or “Slate”). If a class has the MinimalAPI annotation then you cannot call its methods from your code and you have to implement them yourself when you inherit from it. See here.