Lumen can fall back to screen space only if a scene isn’t setup well for lumen
Make sure lights have mesh distance fields enabled, check the lumen debug views under lit, you can check emissive light source on static meshes used for lights to make sure they get culled later. Emissive lights also aren’t a replacement for light actors with lumen, small bright emissive are inherently unstable, they generally should be weak or large to avoid the limitations of Lumen.