How to reproduce:
1. Create a new project
2. Add a GameObject to the scene (e.g. Cube)
3. Go to File > Build Settings and press Add Open Scenes
4. Close the Editor
5. Build the project using command line

Expected result: The Player has lighting generated
Actual result: The Player doesn't have lighting generated

Reproducible with: 2019.4.36f1, 2020.3.32f1, 2021.2.16f1, 2022.1.0b13, 2022.2.0a9

Notes:
1. Not reproducible on macOS
2. If you go to Window > Rendering > Lighting and click Generate Lighting then the issue is not reproducible

Command used on windows:
Unity.exe -batchmode -projectPath "projectPath" -buildTarget Win64 -logFile .\Build\Windows\CommandLine.log -releaseCodeOptimisation -quit -buildWindows64Player "playerPath\build.exe"