Actor placed by code disappearing when Play button in editor is pressed if it is attached to a component between SpawnActorDeferred and FinishSpawning: Why??

Development Programming & Scripting
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I have some actors (AMyActor1) that are spawned inside the OnConstruction method of another actor (AMyActor2):

AMyActor1* newActor = GetWorld()->SpawnActorDeferred<AMyActor1>(AMyActor1::StaticClass(), FTransform(location), this);
// set some properties of newActor, not shown
newBundle->AttachToComponent(RootComponent, FAttachmentTransformRules::KeepRelativeTransform);
newActor->FinishSpawning(FTransform(location));

When the AMyActor2 is placed in the world, the AMyActor1 instances appear. When the play button is pressed in the editor, they disappear from both the viewport and the outliner.

It turns out, if I move the AttachToComponent call after FinishSpawning, the problem goes away. What could be the cause of this?