The Merge Actors Tool doesn't account for rotated collision shapes when doing non-uniform scaling

Collision shapes for merged actors using the Merge Actor tool do not account for the rotation of the actor when combining the data.

It looks like the X and Y collision shape rotation in the world is not matched to the geometry mesh when merged.

I've attached a video and image of the issue that is presented. The video has three standalone cubes with different rotations (L to R: 45, 90, 0) to show the main issue.

Tested in:

4.12.5 CL-3039270
4.13 P3 CL-3095848
4.14 Dev-Main CL-3106587

1) Find a static mesh with a box shape (e.g. SM_Cube_BoxCollision)
2) Add some instances to a level, including rotated and non-uniformly scaled instances
3) Do the same with meshes that have convex, sphere and capsule collision if possible
4) Turn on collision drawing
5) Select the lot and use the Merge actors tool to replace with a single mesh
6) Make sure collision didn't change
7) Non-uniformly scale the resulting mesh. Box and convex should work correctly. Capsule and sphere will not, that is by design (they cannot non-uniformly scale)