This issue still exists in 4.17 and 4.18 and is very annoying. It exists only on client when using with dedicated server. In Standalone project and on server everything is fine. Only autonomous client is bugged.
I am not using big sized volumes. Just normal sized. Tested on clean project also.
The reason for it is: When character exits volume exit/enter overlap events are triggered multiple times while capsule is on the edge.
On the screenshot you can see what happens when enter and exit such volume. Server everything alright - Client not.