I just want to bump this thread. Just to clarify for people wandering in, what is happening is the Custom Pivot Points are being set relative to the sprite sheet itself, rather then the individual sprites. This means if you want to set the SAME relative custom pivot for all the sprites you have to calculate it yourself and do it manually, which honestly feels like a bug, or at the very least an huge design oversight.
This kind of stuff is why I would recommend abandoning UE for Unity if I was doing a 2D game.
Also, I am using the matrix, but if you set all the offsets to the same value, they get increasingly offset.