Why have lights to be rebuilt, only when saving as a new level? How to keep the built lights?

Hi,
I am using levels to save different versions of my project.
But when using scenes with baked lighting, it immediately loses all baked light, when I save the current scene under a new name.

Can someone please explain, why this is happening? (is it just the different scene name?)
How I can keep the baked lighting in the saved new level?

Some scenes require hours for building light, but the scene is staying exactly the same, so this makes no sense to me at all. I would like to use UE to save time, not to waste it.

Thanks