Can't bind `BlueprintNativeEvent` to Blueprint Event Dispatcher

In my HUD C++ class I made a BlueprintNativeEvent

void OnMyWidgetClosed();
void OnMyWidgetClosed_Implementation();

Then in BP HUD class I tried to attach it to the Blueprint Event Dispatcher

But the blueprint fails to compile with this error:

Error Failed to create property K2Node_Event_OutputDelegate from Output Delegate due to a bad or unknown type (Delegate)

Binding a simple custom blueprint event compiles fine.