I checked, and you are right. Here is the same issue with a better explanation:
Matthew J. from staff explains that construction script is run before anything, so before anything is considered to be in scene and thats why Get all actors from class doesnt work properly in construction script, however, the thread above has the explanation but no solution to your case.
I think you can do what i will explain below to workaround this, but im not sure if it will work.
Create an array of references to SavePoints in your gamemode (leave it empty)
On your savepoint blueprint, check if this savepoint is in the array from gamemode, if not, add it.
Then instead of using get all actors of class, get this array.
What i explained above has a lot of problems by itself, and it might not even work, but good luck!