If you don’t set a value for it Unreal will do it for you. You can see it in Actor.cpp:
/** Util that sets up the actor's component hierarchy (when users forget to do so, in their native ctor) */
static USceneComponent* FixupNativeActorComponents(AActor* Actor)
That is called in:
// General flow here is like so
// - Actor sets up the basics.
// - Actor gets PreInitializeComponents()
// - Actor constructs itself, after which its components should be fully assembled
// - Actor components get OnComponentCreated
// - Actor components get InitializeComponent
// - Actor gets PostInitializeComponents() once everything is set up
// This should be the same sequence for deferred or nondeferred spawning.
I usually do as explained in the video without problems.