This was a topic of discussion in a previous thread. It’s a little old so I haven’t been able to wade through the details and see if it’s still relevant. Definitely more complicated than just using the Null subsystem. It does address this issue, but in a relatively complicated way if you ask me…
https://forums.unrealengine.com/t/connect-to-steam-dedicated-server-via-raw-ip/111643/4