I’m glad you figured out your issue. To answer your request for why lighting is handled the way it is you can check out our documentation on UE4’s lighting.
To give a little more insight into the reasons though. There are several different types of lighting methods in UE4. There are Static (non-dynamic shadows and bakes lighting), Stationary(baked shadows, but uses dynamic shadows within close proximity), and Movable (fully dynamic shadows).
There is a definite quality difference between the shadows that can be dynamically generated vs those that are baked by static lighting. Things like which type of light is chosen will definitely play into performance within your levels. The static lighting method with the baked shadow information has no overhead within your game.
Hopefully this will help you out! If you still have questions feel free to ask away!