Enable Per Poly Collision setting in skeletal mesh doesn't apply when adding mesh to level

On a skeletal mesh, there is a setting under the Asset Details for "Enable Per Poly Collision". This check box can be checked, but the setting is not kept when the skeletal mesh is added to the level.

Found in 4.18.1 3754814
Reproduced in 4.17.2 3658906 and 4.19 3774039

1. Create a new project with third person template
2. Open SK_Mannequin Skeletal Mesh.
3. Under "Asset Details" find "Enable Per Poly Collision", check the box, and save.
4. Drag the asset into the level, then check for the same setting under the asset Details. Notice that it is not checked.

Expectation: If you set this setting on the mesh itself, it will stay enabled when added to the level.
Actual: Setting is not kept when adding asset to level.