OnComponentHit function not called with Simulate Physics ON

I have a projectile that i want to fall like a grenade, so I tryed checking true Simulate Physics and Simulation Generates Hit Events on the Collision Component (olso the Root Component) and adding to it the OnComponentHit like this

CollisionComp->OnComponentHit.AddDynamic(this, &AShooterProjectile::OnHit);

Here the collision settings:

Now after some try I found that without the Simulate Physics (with the projectile going straight) everything works fine, but with the Simulate Physics ON it doesn’t explode on walls and floors but when I step on it, the projectile explodes.
There is something wrong? Isn’t it supposed to explode on meshes with the physics too?

I also noticed that some events simply won’t work with physics on.
For example, OnLanded on a Character will not work and I remember that I once had to use the bounce delegate on a projectile because the hit delegate would not work. Can you try if Bounce executes?