Could you share more about your setup?
If the package setting was truly shipping, this debug message would not appear there and it would not allow you to run a package without cooked content (like static lightning).
In your case, you probably have a development package with NO cooked lightning, that’s why this message appears there. You gotta rebuild lightning before packaging.
For more context see:
- Build Operations: Cooking, Packaging, Deploying, and Running Projects in Unreal Engine | Unreal Engine 5.4 Documentation | Epic Developer Community
- Build Configurations Reference for Unreal Engine | Unreal Engine 5.4 Documentation | Epic Developer Community
- The Art of Packaging Shipping Builds in Unreal Engine 4