Procedural meshes with physics enabled created at runtime do not attach. ( Warning in Edtior: Constraint in '/Game/Maps/UEDPIE_0_Default.Default:PersistentLevel.withSMC_0.PhysicsTestSMC' attempting to create a joint between objects that are both static. No joint created. )
4.22 Repro project with procedural meshes spawned and attachment attempt attached. Or clone from users github: https://github.com/hobbeshunter/PMCwithPCCProblem
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-75279 in the post.