CreateProxyObjectForPlayMontage does not report if cannot play

UPlayMontageCallbackProxy::CreateProxyObjectForPlayMontage creates a proxy object and immediately calls PlayMontage. If the montage fails to play (no mesh component, no animinstance, Montage_Play itself returns 0), then it calls OnInterrupted.Broadcast - however, that delegate has not yet been added

1. Opened a blank project
2. Enabled "Show Engine Content"
3. Add TutorialTPP to the scene
4. Open level blueprint
5. Add a reference to TutorialTPP
6. Create blueprint from attached image
7. Right click > Create > Create Anim Montage
8. Created the blueprint provided below.
9. Play in Editor
10. Pressed the '1' Key (as seen in blueprint setup) twice

Result: The print string "Default", however interrupted never fires
Expected: Expected results (based on source code) would be output: "Default", "Interrupted"