“Set game paused” behavior is not the same as click on “pause simulation” editor button… for instance, with “set game paused” the “frame skip” does not work. And to resume the game again there is the need to code some function to “set game paused” to false again.
It works for some scenarios, but is not compatible with the behavior we want (i believe UE4 does not have it, maybe we can code something 
). Still, any tips is gold!
Thanks you all for answering here!