If an ActorComponent contains a UObject property of a type that is DefaultToInstanced, any time a Blueprint of a class containing that ActorComponent is compiled the UObject value is reset to None.
The attached repro is for "Setting a UObject property to a DefaultToInstanced type in a custom ActorComponent is reset to None when a Blueprint containing that ActorComponent is compiled."
This is true via other repros as well, e.g., a EditInlineNew UObject properties in a UserWidget Blueprint are reset to None when the Blueprint is compiled (https://jira.it.epicgames.net/browse/UE-38276 has a repro for that, but I'm closing that one as a dupe of this one; use whichever repro project you prefer).
So it's not ActorComponent specific and it doesn't matter if it's via EditInlineNew or DefaultToInstanced.
The Blueprint compiles and the My Object property is set back to None.
The Blueprint compiles and keeps the setting in the My Object property.
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