To reproduce:
1. Import wall_circular.ma
2. Create an object from the imported file
3. Set the object to static
4. open Lightmapping
5. Bake the scene
Expected result: Scene bakes
Actual result: Nothing to bake error

Developer response: There's a couple more steps to it. Since the directional light and skybox is dynamic by default nothing will be baked. You need to set either the skybox or the directional light to be baked for the bake to start. Moreover, the object is tiny so will probably bake to a single pixel so the lightmap will look empty. Scale up the model and you should be good.