Seems to be somehow related to components being instanced in the Construction Script according to a spline. The transforms are slightly off by more than 1.e-2f. They are reconstructed on load with a non-default transform before being reattached to a parent Actor, so maybe it is somehow related to that. Will require more in-depth investigation.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-118519 in the post.