It means that EA Studio may create a strategy that trades on the daily bars when there are no trading session limitations.
When you set the Trade Session to start trading 03:05, the application cannot open deals on a daily chart, because the strategy always trades on Bar Open.

You can try to trade on H4. EA Studio will be able to open / close positions at 04:00, 08:00, 12:00, 16:00, and 20:00. You may also try a shorter period.

If your daily bar starts at 00:00 you may use only Trade Session settings that allow trading at 00:00.

Another, more correct case is if your trading session really starts at 03:05, which must be the start time of the daily chart.
Unfortunately, the correctness is not the best part of the brokers and is our task to make EA Studio as reliable as possible in all conditions.

I uploaded in EAS quotes of Soybeans by means of MT4 script. According to this CFD specification, trading session begins at 03.05.
In EAS (Tools->Settings->Trading Session) I entered Monday-Thursday and Friday: 03.05-21.00
But Generator/Reactor couldn't generate strategies (D1 timeframe) untill I changed in EAS Monday-Thursday and Friday: 00.00-21.00

1) What is the reason for this?
2) Should I change to Monday-Thursday and Friday: 03.05-21.00 before exporting EAs?

Please, find enclosed data for this CFD collected by MT4 script.