See linked UDN for more info.
It seems as though if both a parent actor and its attached actors are created at the same time on the server, then there is a chance the attached actors won't appear attached at all on the client. This happens inconsistently, but the more attached actors there are, the more likely this issue will to occur to at least one.
This seems to be caused when some of the attached actors are received on the client before the parent actor, and then the rest are received after. Strangely, the issue doesn't seem to happen when all of the attached actors are received either before or after the parent. This issue also doesn't appear to happen if the root components of these actors are set to not replicate.
See sample project on linked UDN.
Within one net update on the server, spawn both a parent actor as well as multiple other actors to be attached to this parent (the more attached actors, the more likely the issue will occur).
Expected: The parent actor will have these attached actors in their root component's AttachChildren list, and the attachments will behave the same on the server and clients.
Actual: On the client, some attached actors will be missing from the parent's AttachChildren, leading to these actors not being updated as expected for an attached actor (e.g. not moving with the parent).
There's no existing public thread on this issue, so head over to AnswerHub just mention UE-136948 in the post.