This a reminder for my future self:
If you set MultiSample Anti-Aliasing to on, but set Anti-Aliasing method to Fast approXimate Anti-Aliasing Unreal won’t pop an error. You just won’t get any any antialiasing at all. The Anti-Aliasing method needs to be the same type as that stated in Mobile MSAA.
Kids, don’t mix your Anti-Aliasing types.
Also, MSAA means you must switch on the Mobile HDR!
Good catch, Darthlogan!