Empty Mesh Sections with MergeActors Tool

Map Check will output the following error, which makes no sense:

SM_FourCubes_1 - 1 element(s) with zero triangles in static mesh 'SM_FourCubes'

1) Place two cubes in a scene, assign them both a different material (M_Red, M_Green)
2) Merge these two cubes (using the Merge Actor feature) to create a static mesh (SM_TwoCubes) with two sections (again, one with M_Red & the other with M_Green)
3) Modify SM_TwoCubes to use M_Red in each slots.
4) Place two instances of SM_TwoCubes in your scene
5) Merge these two instances using the Merge Actor tool, using Specific LOD Level = 0, to create SM_FourCubes
6) Place an instance of SM_FourCubes in the scene
7) Perform a Map Check