Actors are not meant to be used as subobjects and shouldn’t be created in constructors.
Spawn the actor on BeginPlay instead (or whenever you want the torch to appear).
Also you might want to use Snap attachment rather than relative.
//.h
UPROPERTY()
ATorchActor* MyTorch;
virtual void BeginPlay() override;
//.cpp
void AMyCharacter::BeginPlay()
{
Super::BeginPlay();
MyTorch = GetWorld()->SpawnActor<ATorchActor>();
MyTorch->AttachToActor(this, FAttachmentTransformRules::SnapToTarget, "hand_lSocket");
}