I have build my lights, but when I change scale of random actor or move actor/light - my level seems a little bit closer to Unlit View Mode, rather than Lit View Mode. Rebuilding lights fixes this. Am I need always rebuild my lights, when I’m moving something? If it’s true, why on that video he not rebuilding when he moves Light Source. He have a Preview shadows, but I don’t. Maybe I missed some menu points?
In short, yes, you will always need to re-build your lighting after making an adjustment to a static or stationary light or an asset that is affect by the aforementioned light types. This is because the bounced GI lighting calculations need to be re-calculated based on these changes. If it is not re-calculated the lighting will be incorrect and not correspond correctly to the adjusted environment. When adjusting a fully dynamic light, such as a moveable light, you will not need to re build the lighting, as it does not influence GI or use light maps.
Baking lighting can be very time consuming, so it is not something that you will want to do after every lighting adjustment, which is why the engine renders preview shadows until you bake. This allows you to make multiple adjustments and iterate without lengthy light bakes all the time. That being said, you will want to build lighting fairly frequently to see how lights are interacting and bouncing around in the environment. You will not truly know how your lighting will look until it has been based, although you can make an educated guess given experience.
Ideally, before play testing your game, you will want to ensure that lighting has been baked to ensure good performance, otherwise there will be a lot of additional (preview) dynamic lights in your scene that should not be calculated at run time.
I hope that helps.