Indirect static lighting is absent

I am getting this error on my static mesh when using SLS Capture scene on Skylight: “Component is a static type but has invalid lightmap settings! Indirect lighting will be black. Common causes are lightmap resolution of 0, LightmapCoordinateIndex out of bounds.”

There is no explanation in the docs on where those settings are and how to fix this: Map Check Errors | Unreal Engine Documentation

My lightmap resolution is set to 1024 on that static mesh.

I had similar issue using FPS template scene: BP sky sphere doesn't contribute to scene's lighting :( - Rendering - Unreal Engine Forums(