SOLVED:
I had the same issue in UE 4.22. The thing is that in 4.20 they moved the logic of navigation systems from Engine to a specific module called “NavigationSystem”. You just need to add the new module to your Build.cs file. It should look like this:
PublicDependencyModuleNames.AddRange(new string[] { "Core", "CoreUObject", "Engine", "InputCore", "HeadMountedDisplay", "AIModule", "GameplayTasks", "NavigationSystem" });
Be aware that VS and UE4 editor can go crazy and give you new linking errors depending on how you change the modules, or at least that’s what happened to me. Initially I just added the module in the non-compiling code state, thinking that it would compile fine with the new module included, but it threw a new lnk2001 error. When I removed the module back the error persisted, even cleaning the temp folders and rebuilding, and wasn’t able to compile at all.
I had to go back in version control to a compilable state, before the first linking error appeared, add the module, and then add the breaking code related to Nav Mesh Volumes. Now it’s working fine.
Hope this helps someone.