I found that in new 4.6 release, Construction Script in GameMode not invoked in PIE mode, but it’s OK in Mobile Preview/Standalone Game, I don’t know if it is a bug or some behavior change in new release.
The Staff user Ben Halliday has referred to this behaviour as a bug present in 4.5.1 (UE-5465). It also seems to be present in 4.6.
Waiting for news about it.
Got it ! Thanks a lot :).
I got the same problem in 4.6.1