This is a regression tested in //UE4/Release-4.27 CL#18319896
C++ Actor Component is removed from Actors in scene when the Editor is restarted.
The component is added to the actor at creation. The component remains as a part of the actor after restarting the editor.
The component is not added to the Actor at creation. The component is not retained by the actor. The component isn't visible in the editor until recompiling/reloading the editor.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-156137 in the post.