Having a LevelSequence opened and unhiding a sublevel can break the attachment hierarchy of the actors that are inside the sublevel. This also affects to the sublevel asset itself.
1- Create an Unreal Engine project in version 5.6.
2- Create two empty levels (Main and Secondary).
3- Open the Secondary Level and add two meshes to the level. Attach one mesh to the other.
4- Create a Level Sequence and add the parent mesh inside a Level Sequence track as a possessable mesh.
5- Open the Main level and add the Secondary Level inside the Levels window. Toggle the visibility to off. Save the map.
6- Open the Secondary Level again or any other level to reset the Main level cache.
7- Open the Main level again, and open the Level Sequence. After that, toggle on the visibility of the sublevel. You can now see in the hierarchy that the actors have lost their hierarchy attachments.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-309503 in the post.