UActorComponents don't currently allow subobjects that are UActorComponents. However, this also prevents them from having "normal" instanced UObjects.
The UObjects can be added to an ActorComponent, but they aren't properly serialized / deserialized. This causes issues in the editor where, when the object is modified through the details panel, it will immediately revert to it's default value from the CDO (which is nullptr / None unless the object is created in code).
Expected: The property is changed.
Actual: The property will be reset to None.
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-42066 in the post.