Clear the object, so not in pose mode.
For whatever reason the file you shared had the actual object rotated.
Normally it shouldn’t be that way. The object is at 0,0,0 with, 0,0,0 rotation, and the root bone is posed to have a specific rotation.
I’m not sure if this was an error with the export, or just a bad animation in ue4.
Both things are possible.