For your type of setup I can see where the problem would be for sure.
To discuss this a little further as I want to be clear, when you’re making your Texture UV it does not have to be relegated to the 0,1 space. You can have your UV islands exists outside this area. There are some caveats that need to be considered with this UV if you plan to use it for your Lightmap generation within UE4.
Let’s take a spherical or cylindrical object for instance. You would want to split some edges to get a nice pelt or flat mapping for these objects to be usable for generated lightmaps. If you don’t split the edge on a cylinder, for instance, the generating lightmaps feature will still show an overlapping UV for that object because it will not split those edges for your mesh (at least not yet, hopefully something will be added in the future to alleviate this issue).
For something like a building you may want to consider a modular workflow for the structure. It can take a little more time to work out but the gains can out-weigh the negatives if you plan to use static lighting and want the best LM resolution without having to pump up the resolution in UE4.
If you or anyone else have any issues/concerns feel free to ask and I’ll do my best to help out! 