The underlying reason seems to be that the stationary lights require SM channels for casting shadows from movable objects and they are assigned channels 0,1,2 by lightmass (or somewhere along the way, the preview channels anyway).
The directional lights disable channel 3 for reasons to do with cascade blending (according to a comment), which leaves them without. The stationary lights have higher priority, and cannot be re-assigned by the channel allocator.
1. Build & run QA Game
2. Switch to forward shading
4. Create 3 stationary spot lights
5. Set the directional light to movable
6. Possibly also save and reload
7. The error should appear.
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-80743 in the post.