[Tex/LaTex] Missing Glyph with fontspec, XeTeX and LyX

Question

I'm getting the error for missing glyphs in LyX using XeTeX with fontspec on Windows. The error is Missing character: There is no ^^C in font [lmroman10-regular]:mapping=tex-text;!

The wierf thing is that the font LM Roman 10 actually supports the Lambda Character (https://fonts2u.com/lmroman10-regular.font).

Please Help!

The WME in TeX is:

% Preview source code

%% LyX 2.3.1 created this file.  For more info, see http://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
\documentclass[english]{article}
\usepackage[T1]{fontenc}

\makeatletter
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
\usepackage{fontspec}

\makeatother

\usepackage{babel}
\begin{document}
$\mathrm{\Lambda}$
\end{document}

The WME in LyX is just adding \usepackage{fontspec} to the preamble, and writing $\mathrm{\Lambda}$ in the body of the document.

EDIT: Also happens without fontenc:

% Preview source code

%% LyX 2.3.1 created this file.  For more info, see http://www.lyx.org/.
%% Do not edit unless you really know what you are doing.
\documentclass[english]{article}
\usepackage{fontspec}
\usepackage{polyglossia}
\setdefaultlanguage[variant=american]{english}
\begin{document}
$\mathrm{\Lambda}$
\end{document}

EDIT 2: Verified that it happend also on Ubuntu.

Thanks!

Answer 1

This works:

\documentclass[english]{article}

\usepackage{babel}
\usepackage[no-math]{fontspec}

\begin{document}

$\mathrm{\Lambda}$

\end{document}

And also

\documentclass{article}

\usepackage[no-math]{fontspec}
\usepackage{polyglossia}

\setmainlanguage{english}

\begin{document}

$\mathrm{\Lambda}$

\end{document}