Right now, this is the first Google hit when you search on this:
I also thought it was a bug.
And the way to get around this really odd behavior, is to edit a .ini file (like an animal):
https://docs.unrealengine.com/en-US/Support/Builds/ReleaseNotes/4_19/index.html
Any chance you could put this setting amongst the project settings where it belongs instead?