Hi Devaldiva,
I have run UE4 on both and I personally can’t tell the difference. I did not experience a FPS drop, hitching or any noticible performance hit after moving from SSD to HDD. I spoke to our Enigine QA department as well and they agree it should be fine either way. I would recommend HDD personally, just because of SSD’s writing limitations and that you will be altering files/assets frequently with UE4.
I hope this helps answer your question. If you do experience something different, please let us know so that we may look into what is happening.