Unreal Engine 5.0.1. Issue still exists with Live Coding enabled.
Setup: VS 2022 + UE 5.0.1.
Created project, custom C++ class, say MyActor from AActor. Added UStaticMeshComponent to MyActor. Create BP from this MyActor. Set its mesh property. Compile with Live Coding (Ctrl+Alt+F11). The same when compiled from UEditor. Mesh is nulled each time after recompilation. Works the same on each BP property inherited from custom C++ class. Very annoying.