When working with destructible meshes, when you change the chunk parameters of the mesh it will cause the skeletal mesh materials list to reset to zero. Some key info though is the mesh was built with nvidia physX lab has two additional depth levels.
To reproduce create Mesh in physx
lab, with 2 layers, slice tool was
used, material was applied inside
physx lab tools for visual checking
and UV scales set.
export destructible mesh into Unreal
Apply materials to destructible mesh
load up select level 1 and explode mesh some, select chunk and toggle world or do not fracture tags.
save destructible mesh, close DM editor
about 85% of the time the skeletal mesh material list goes away and leaves 0 elements