The reason is because you need to edit (comment out) the default huds. In other words, if you are not wanting the default lives or health huds showing, you need to edit the "setuplevel.fpi" script and comment out the defaults.
Following
this thread where you needed help, if you changed the skybox via Build Game> Level Settings, clicked on Global Script edit, and changed your skybox there, clicked OK, and OK again to close the Build Game box, the defaults will be put in the "setuplevel.fpi" again. You need to comment them out.
Here is an example "setuplevel.fpi" script where the health, lives, and numerics are "commented out" using a semi-colon ";".
;AIScript from Wizard
;Header
desc = Setup Wizard
; Setup Level Stats
:state=0:sky=skybank\TGC\hil
:state=0:musicloopoff,music=audiobank\music\generic\main.wav,musicvolume=50,soundscale=25
:state=0:fog=0,fogred=0,foggreen=0,fogblue=0
:state=0:ambience=25,ambiencered=255,ambienceblue=255,ambiencegreen=255
:state=0:hudreset,hudx=50,hudy=50,hudsizex=1024,hudsizey=768,hudimage=gamecore\huds\fader.tga,hudhide=1,hudtype=3,hudmake=internal
:state=0:hudreset,hudx=50,hudy=50,hudred=128,hudgreen=0,hudblue=0,hudsizex=1024,hudsizey=768,hudimage=gamecore\huds\eyehud.tga,hudhide=1,hudtype=2,hudmake=internal
:state=0:hudreset,hudx=50,hudy=50,hudred=128,hudgreen=128,hudblue=128,hudsizex=1024,hudsizey=768,hudimage=gamecore\huds\zoom.tga,hudhide=1,hudtype=4,hudmake=internal
;:state=0:hudreset,hudx=5,hudy=5,hudimage=languagebank\english\gamecore\huds\lives.tga,hudtype=1,hudmake=display
;:state=0:hudreset,hudx=4,hudy=8,hudsizex=16,hudsizey=16,hudimage=gamecore\huds\numeric1.tga,hudtype=1,hudmake=numeric
;:state=0:hudreset,hudx=15,hudy=5,hudimage=languagebank\english\gamecore\huds\health.tga,hudtype=2,hudmake=display
;:state=0:hudreset,hudx=14,hudy=8,hudsizex=16,hudsizey=16,hudimage=gamecore\huds\numeric1.tga,hudtype=2,hudmake=numeric
:state=0:hudreset,hudx=85,hudy=8,hudimage=gamecore\huds\ammo.tga,hudtype=3,hudmake=status
:state=0:hudreset,hudx=88,hudy=12,hudsizex=16,hudsizey=16,hudimage=gamecore\huds\numeric1.tga,hudtype=3,hudmake=numeric
; Setup Game Menu
:state=0:hudreset,hudx=50,hudy=10,hudimage=languagebank\english\gamecore\backdrops\basic\gamemenu.tga,hudname=gamemenutitle,hudhide=1,hudmake=display
:state=0:hudreset,hudx=50,hudy=40,hudimage=languagebank\english\gamecore\backdrops\basic\loadgame.tga,hudtype=2,hudname=loadgame,hudhide=1,hudmake=button
:state=0:hudreset,hudx=50,hudy=50,hudimage=languagebank\english\gamecore\backdrops\basic\savegame.tga,hudtype=3,hudname=savegame,hudhide=1,hudmake=button
:state=0:hudreset,hudx=50,hudy=60,hudimage=languagebank\english\gamecore\backdrops\basic\exitgame.tga,hudtype=5,hudname=quitgame,hudhide=1,hudmake=button
:state=0:hudreset,hudx=50,hudy=70,hudimage=languagebank\english\gamecore\backdrops\basic\returntogame.tga,hudtype=4,hudname=returngame,hudhide=1,hudmake=button
:state=0:hudreset,hudx=50,hudy=50,hudimage=gamecore\huds\pointer.tga,hudname=pointer,hudhide=1,hudmake=pointer
:state=0:state=1
; Main Game
:state=1,escapekeypressed=1:pausegame,state=2
:state=1,scancodekeypressed=197:pausegame,state=11
:state=1,scancodekeypressed=64:pausegame,quicksavegame,state=21
:state=1,scancodekeypressed=67:quickloadgame,state=31
:state=11,scancodekeypressed=0:state=12
:state=12,scancodekeypressed=197:resumegame,state=13
:state=13,scancodekeypressed=0:state=1
:state=21,scancodekeypressed=0:resumegame,state=1
:state=31,scancodekeypressed=0:state=1
; Game Menu
:state=2,escapekeypressed=0:state=3
:state=3:hudshow=gamemenutitle,hudshow=loadgame,hudshow=savegame,hudshow=quitgame,hudshow=returngame,hudshow=pointer,state=4
:state=4,hudselectionmade=2:loadgame
:state=4,hudselectionmade=3:savegame,state=6
:state=4,hudselectionmade=5:continuegame,destroy
:state=4,hudselectionmade=4:state=6
:state=4,escapekeypressed=1:state=5
:state=5,escapekeypressed=0:state=6
:state=6:hudunshow=gamemenutitle,hudunshow=loadgame,hudunshow=savegame,hudunshow=quitgame,hudunshow=returngame,hudunshow=pointer,resumegame,state=1
So if you edit via the Level settings, double check the "setuplevel.fpi" to ensure it did not overwrite anything you did have. If so, you need to put it back in. Manual editing is better to prevent the app from changing your work, but only if you know what you are doing.

There's no problem that can't be solved without applying a little scripting.