Basically all the generated lightmap UVs of my models have overlapping isles.
Note: I have made no texture UVs for these models because I need no textures for them. But I don’t see why the Lightmap UV generation would need them.
I ended up making a simple box UV (texture channel) on all models in 3DSmax and then Unreal Engine generated most of the lightmap UVs without errors. Still don’t know why it requires the texture UVs to generate lightmap UVs. They generated ones look also completely different.
I believe it uses the seams of the default UV map as the seams for the automatic lightmap UV generation.