All parameter types of dynamic delegates must be supported by reflection. FOnAttributeChangeData doesn’t have the required macros so it isn’t. Same if you want to use it as a UPROPERTY.
What you can do is wrap the FOnAttributeChangeData in another struct that you expose to reflection. However this may be dangerous since it contains a raw pointer const FGameplayEffectModCallbackData* GEModData; that could easily become dangling. And you’d have to deal with garbage collection of the contained UObject’s.