Normal - UEFN - Multiselection then duplication doesnt move in desired direction

As seen in video below. Doesnt happen 100% (scroll down for more)

Order of object selection matters:

One aspect to check is if your gizmo is in World or Local setting. This will make a difference when selecting multiple actors.
image

Just found this too, it might have something to do with your issue.

Interesting setting. Will test. Thanks