In a cooked package build, when the cell package is loaded, AActor::PostInitProperties (Actor.cpp:555) sets RemoteRole = bReplicates ? ROLE_SimulatedProxy : ROLE_None from the CDO default (bReplicates=true) before the saved bReplicates=false is deserialized.
Nothing recomputes RemoteRole afterwards.
As a result, unlike in PIE, these WorldSettings are replicated.
showlog getall WorldSettings RemoteRole
showlog getall WorldSettings RemoteRole
WorldSettings RemoteRole are Role_SimulateProxy. These are replicated in cooked build
Note : In Unreal Insights, NetBroadcastTick shows many UActorChannel::ReplicateActor calls for WorldSettings.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-403997 in the post.