This issue seems to stem from the incorrect constructor being called for TScriptInterface, so the correct Interface pointer does not get called.
If you explicitly connect a reference to "Self" to the Task Owner input pin, than the code behaves as expected.
Result: Notice that you do not see printed string. You can set breakpoints in the AI Controller BP to see that the delay does indeed execute but never finishes.
Expected: The breakpoints in the AI controller BP are hit and the string is printed from the "On Finish" exec pin.
There's no existing public thread on this issue, so head over to AnswerHub just mention UE-97884 in the post.