NetworkManager has a NetworkIdentity component. This will cause the NetworkManager object to be disabled, so it is not recommended.
UnityEditor.NetworkScenePostPorcess:OnPostProcessScene()
The network lobby manager is a class which inherits the NetworkManager, so you have two network managers there (you should only have one). So the warning message is actually referring to the NetworkIdentity which is on the same object as the network lobby manager (shown in the second screenshot). If you get rid of one manager things will hopefully work for you (so the non-lobby one if you want to try the lobby).