Your example in your question compiles fine for me in MSVC 2019.
For example
TArray<USceneComponent*> TheArray;
TheArray.Sort([](const USceneComponent& ip1, const USceneComponent& ip2) {
// access some random field just to test compile
return ip1.IsDeferringMovementUpdates() < ip2.IsDeferringMovementUpdates();
});
What error did you get? Did you include the file for OfClassPointers so that it’s defined wherever you are trying to sort by it?