Correct reproduction steps shared below. In Unity 5.3, lightmapping behaviour has changed and only baking the scene is not enough. A custom script needs to be called.

To reproduce:
1) Please download the latest attached project `InstantiatedLightmapPrefab.zip`
2) Open the scene `BakeLightmapPrefabs`
3) Run the script `Bake Prefab Lightmaps` from Assets menu and save the scene
4) Open the scene `LightmapInstances`
5) Enter the play mode
6) Observe the bug (now fixed)

Notes:
- Expected result and current result are compared below
- An easy reproducible project is attached below (the project is provided from 5.1.5f1 for compatibility reasons)