Hi Ytianlong,
UV Channel 0 should not give you this warning and to be sure I double-checked this with a test asset I have in 4.13, 4.14, and our internal build of 4.15. So long as you have a lightmap UV Channel setup and correctly assigned to the Lightmap Coordinate Index X (x being whatever UV channel is your lightmap UV, typically 1, though) you should not get the error after building lighting.
Looking at your images they looks to be setup correctly. Is it happening with other asset for you as well or just this one? If it’s just this one can you attach the asset here?
Here is my test asset that would be a good case to check since I know it works for me.
link text
Box only has UV Channel 0 setup. You’ll need to generate the Lightmap UV and assign it to check on import.
-Tim