Audio Components are the only Components (atleast in Blueprints) that work beyond Level loads.
When you createn Audio Component and check “Persist through Map Changes” and store a reference to the Component in for example the GameInstance, you can access the AudioComponent in a different Map.
However, this does not work if you create the Component directly in the GameInstance. You can access the Audio Component and it is valid, but there is no sound.
If you print the DisplayName, you will receive something like “None.AudioComponent_C” which indicates it has no world.