Yes, as of 4.22 Preview 4, you need to run your packaged build using a shortcut with the -dx12 parameter, just like you’d launch the editor.
Note that you also need to use this option when running a standalone preview from within the editor… you can set this up in Editor Preferences:
http://acatalept.com/images/unreal-engine-rtgi-11-dx12-standalone.png
Other tips here: https://forums.unrealengine.com/development-discussion/rendering/1593437-rtgi-tldr-realtime-raytraced-global-illumination-cheat-sheet