Me again! Could you export as an FBX file? Right click on the asset in the content browser, choose Asset Actions and then Export. (Sorry if you already knew that!)
Found that because of the different settings in the Static Mesh Editor of the Asset, and the collision settings of the Actor in the level cause the issue.
By setting the collision settings of the actor in the level to match the setting in the Static Mesh Edirot the issue has been resolved. See image below.