It means that you have 2 or more stationary lights in close proximity. Solution to this problem is switching the lights to static mode and leaving only one as stationary. This situation is caused by technical limitation, each stationary light reserve separate light map channel (at least this is the way i think about it), this enables it to change color and brightness without need to rebuild lighting unfortunately when multiple stationary lights overlap unreal is unable to do so. Lights marked with red cross are automatically switched to stationary mode you should do this by hand to remain good level look, mainly because stationary lights can cast dynamic shadows from dynamic objects like characters and physic. It is good idea to put them in key positions to take full benefit.
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