Okay this actually explains it. The problem is that FGuid actually has two declarations - one in the header you mentioned, the other in NoExportTypes.h
The warning about uninitialized struct members comes from the Unreal Header Tool, and UHT parses the duplicate FGuid from NoExportTypes.h which has no initialization or constructors.
So really it’s an oversight from Epic. You can ignore the warning, since in actual C++ code the native FGuid will be used. The stub in NoExportTypes just generates the required reflection data to expose that type to Blueprint. There isn’t a workaround for this AFAIK.