If multiple Xbox gamepads are connected (even if mixing Xbox 360 and Xbox One), all is fine. Each gamepad maps to its own player controller.
However, if a Steam controller and an Xbox gamepad are connected, both will map to the first player. The same issue occurs if the Steam Controller Plugin is disabled.
This issue was reported and tested in 4.19.2 (CL-4033788). This issue was reproduced in 4.20.2 (CL-4302132) and Main 4.21 (CL-4309299)
Results: Both gamepads have their focus on the first (left) widget, meaning they are both connected to the first player controller
Expected: Both gamepads map to different player controllers.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-63251 in the post.