Physics integrator seems to add energy?

Based on a question by Romanpapush on answerhub, I set up a very simple physics scene.
A simple blueprint with a sphere collider, simulating physics, with 0.1 damping for linear and angular velocity (which should be a high number.)
Set them up to collide on start-up to generate a small impulse, and see them roll.
I would expect them to eventually stop, but it seems as if the integrator is actually adding energy.
Especially the bottom sphere seems to actually GAIN SPEED in the first few seconds.
I cross-post here because I’d like to discuss whether this is a known problem with the version of PhysX used, or the Unreal integration of it, or something else.

AnswerHub thread: Sphere physics. Infinite ball rolling - World Creation - Unreal Engine Forums

Scene prep:

I’m curious as well. I’ll add that in Unity I also never accomplished to make the system behave properly on it own as pointed here:
http://forum.unity3d.com/threads/help-my-rigidbodies-have-insomnia.67320/

I wonder if every simple pool game has to override the physics at some point.