graffy Yeah this is right. I have a dual boot with Windows so I always hop there when I need something from the marketplace. If you can't do that, you're right to use Lutris. Although personally, I would just use it to get the marketplace assets, and then migrate them to the project which I would run through the native build of Unreal Engine.
For your lighting issue, I never encountered it myself, but I assume that the steps you tried to solve it are the ones from the solution to this question? If it doesn't work, Lutris might indeed be the issue as the middleman. I would follow Justin's suggestion.