Prefabs can be opened in a separate scene, a prefab preview scene. This scene, like all others, can have Auto mode in its Lighting settings. However, when entering prefab editing mode, the lighting data baked with auto is not loaded.

Reproduce like this:
1. Make a prefab preview scene and assign it in the project settings (with a different skybox than the default)
2. Set the prefab preview scene to Auto baking, let it bake and and save it
3. Make a new scene and add a prefab.
4. Open the prefab in the new scene for editing. It should switch to the prefab preview scene with the object in it.
5. Observe that for instance baked reflections and ambient light are gone.

Refer to https://fogbugz.unity3d.com/f/cases/1112978/ for more information