Menu widget not visible/working in standalone mode

Steps to reproduce

  1. Import any video and make from it mediatexture and material. Change material domain to UI.
  2. Add new UMG widget. Add one image to UMG and change the material to video.
  3. Add new pawn. At begin play create the widget and add variable for the media player which will also be played and begin.

Result: Video will play when in PIE but widget will fail to load in standalone mode.