To reproduce:
1. Open the attached project
2. Open the Main scene
3. Select the Cube from the Hierarchy
4. Disable "Lightmap Static" in order to use "Light Probe Proxy Volume" component (as the message in the Inspector asks)
5. Enable "Lightmap Static" in order to use lightmaps for the Mesh Renderer (as other message in the Inspector asks)
(view the attached video)

Desired outcome: Light Probe Proxy Volume is set without any unfulfilled requirements left.
Actual result: There is another requirement message, asking to disable "Lightmap Static" property, but that would lead us back to step 5.

Reproduced with 5.6.0b3, 5.6.0p1, 2017.1.0b1
Nor reproduced with 5.5.2f1, 5.5.3p1