Hi,
According to this thread: "Unable to load default OnlineSubsystem module Steam" - Platform & Builds - Unreal Engine Forums
There is a solution provided by user Waffelmuffin saying:
"You can ignore the Warning. When it finishes packaging open the folder: YOURGAME\Binaries\Win64\ Create a new text file and call it: steam_appid.txt
Open the file and write 480. Save it and start your game. It should work now
I hope this works for you too"
Does this solution work in your case?