If this problem bothered you as much as it bothered me, you can find the fix (or maybe workaround ?) here
and especially this part :
In both of your scenes go to Window → Lighting → Lightmaps and disable auto and manually click Bake. Leave the auto checkbox off. Do this for both of your scenes, the start menu scene and your game scene. In both scenes the auto checkbox must be off and have a lightmap snapshot up above in the lightmap snapshot field.