Multi part skeletal mesh does not completely follow animation

Okay, this is strange. When I use the trenchcoat as the main mesh (new master bone component input in construction blueprint) and add the head as an additional skeletal mesh that follows master pose it works fine. But when I do it the other way around, which would be more intuitive for me, the trenchcoat gets bended at the bottom as you see in the picture above. Except the trenchcoat all other skeletal meshes work fine and they are all rigged to the same skeleton.

I think I missed something in the general concept here how this should work. Can somebody please help and explain why this happens? That would be much appreciated.