Material fail at TextureMode == ESceneRenderTargetsMode::DontSet check

One of our materials fail at TextureMode == ESceneRenderTargetsMode::DontSet check when that game is first loaded or some object is selected in editor.
In packaged build it fails once, when that material is close to camera (maybe it is loaded a that point) and that check failure I expect make a noticeable frame freeze.
Next time camera is flying near that place everything is ok.

Here is the stacktrace of that check

What all that mean? Why it is in mode DontSet? Why it have DepthTexture bound (that one is failing that check) and how to fix this?
Have anybody noticed that bug?