Well, thank you for the replies!
I actually found out what was the problem:
LogExternalSource: Warning: The imported Datasmith scene was created with a version of a Datasmith exporter (4.24E0) that doesn’t match your Unreal Engine version (5.2.0). For best results, install Unreal Engine version 5.2.0 or later.
My build was working only with FBX imports. I use Blender, so Blender datasmith export only works for UE4 regarding Light Bake, for Lumen it seems to work perfectly.