Actor rollback state saved and restored by the replay system for placed actors in the level does not take into consideration per-instance replicated components, so they won't be recreated when the actor is respawned after a timeline scrub.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-85124 in the post.
| 0 | 
| Component | UE - Networking | 
|---|---|
| Affects Versions | 4.23, 4.24 | 
| Created | Nov 26, 2019 | 
|---|---|
| Resolved | Aug 27, 2021 | 
| Updated | Aug 27, 2021 |