It’s the FSlateGameResources instance that stops the resources within the brushes from being GC’d, however it looks like you’re just creating that temporarily in your constructor and then throwing it away?
You can either store that as a member of your widget so that it stays alive as along as the widget needs it, or, and probably preferentially, you may to want to store that somewhere more centralised so that multiple widgets can grab their style information from it. FVehicleStyle from the VehicleGame sample provides an example of a centralised FSlateGameResources instance (it also adds in a font since it pre-dates the Slate composite font support, but you can probably just ignore that).