Using a fixed frame rate will cause you to leave the loop section of Montage.

This problem only occurs when the fixed frame rate is 30 and the Sequence Lenngth of the loop animation is 1.66667.

If turn off the fixed frame rate setting, it will behave as it should.

1. Open the attached project file.
2. Open the AnimMontage asset from the content browser.
3. Make sure it goes through the Loop section of the timeline. In order to test, you can click the Preview All (so all sections are played one after another) and then click to Preview just the first section, moment at which it should go into loop, not continue to section 2