It is not a law but is a good practice to keep your character movement in the character. As decoupled the BPs are from one another, the better.
You should probably open and see the animation BP in some of the starting projects. Especially if you are new to blueprints.
That being said this behavior is quite strange for a singlepalyer game.
Can you try it with the command line p.NetShowCorrections turned on just in case?
Also, make sure there is no other place where you set the location of the actor?