Would you be willing to share a test project where the collision is passing through static meshes and bsp’s. I do not believe this is expected behavior but I would also like to check how you have your projectile set up.
To do this you can post a link to Dropbox that includes your ( .uproject, and your " Content " and " Config " folders.) You can either link these files here or you can send me a private message on the Forums. To do that navigate to the advanced search on the forums. From there, type in my name in the " User Name " tab. From there you can send me a private message.