It appears that a sound notify with ‘follow’ ticked will detatch any other attached actors from the character.
This does not occur when ‘follow’ is unticked and behaviour doesn’t change depending on which bone it is attached to.
Video demonstration: Following Notify Sound Bug - UE4.16 - YouTube
EDIT: This appears to be related to if an actor is attached on the server or not. If the actor is attached by the client only, calling this notify with follow will detach other client attached actors.