So I don’t know if something has changed or the staff just did not have the full story at the time – however as of 4.15, you CAN get the damage sense working, but you have to report the damage notification yourself.
It kinda/sorta makes sense because HP/MaxHP are not actor/pawn/character concepts, even tho damage is. So in whatever method you use to actually alter the HP, just invoke ReportDamageEvent
In C++ you can call
#include "Perception/AISense_Damage.h"
...
UAISense_Damage::ReportDamageEvent(...
or from blueprints just call ReportDamageEvent