this is something I’ve struggled with, is a bit tricky, here is what I’ve figured out till now.
if you want the lights to work and show shadows and the like you need to have proper UV for all the static geometry in the scene. Then this UV will be used by unreal to create an additional UV channel for the light maps. (you may need to select Build Lighting menu option also)
If you don’t have the lightmap UV the light will not work correctly (only real time lights will work)
open one of the Static Mesh assets and check if it has the UV for lightmap. There are buttons in the interface to generate it if it doesn’t exit. This works only if the object has already a nice UV to start with.