hey @Raztal I thought I was the only one with this problem, I solved it just now, I am building with my PC using my Mac remotely, so I do not know if it will work for you. Anyhow, I did a build first for windows, that forces UE to create that UE4Rules.dll file and then I was able to build for iOS no problem.
yeah some times is hard to believe how epic create so many previews before the release and then bum you cannot build for iOS anymore.
Well hope that helps
Cheers