Just the same problem as title.
Is that the standard editor sphere?
Click on the actor and in the details set Overridden light map res to something higher than 32. Maybe 128 or higher, especially if you have enlarged it.
Still thank you,I tried and nothing changes.
What’s the mobility of your skylight and directional light? Have you changed anything else?
I’d go for one of two combinations:
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Dynamic skylight and directional light. Then you can forget building light.
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Stationary skylight and directional light ( NOT STATIC ;). Then you need to build light, but remember to turn on CSM on the directional light ( dynamic shadow distance stationary light ) up to about 1000 or more.
With 2, you can change that CSM distance after building and play around with it. If you set it to about 500, you can back off from objects and watch the dynamic shadow chnage to a static one 
WOW, things turned,Thank you !
The origin project I set Skylight is static and Directional light is movable. I just tried the four combination, and found skylight doesn’t affect the issue but when changing directional light to movable and build the lightmass the hard edge shows up. But could you please tell me why, lol
(If I want the directional light to be movable so that distance field could take effect with directional light, how could I do?)
Thank you really much, helps a lot !