Properties in components with the SaveGame specifier are not saved in when the actor is serialized. Calling AActor::Serialize will save all SaveGame properties in an actor, but calling UActorComponent::Serialize will not save any component properties. Unless you call UActorComponent::Serialize manually, the function will not even be executed, even if the component’s storage field in the actor class has the SaveGame specifier.
My only fix for this is to have all the component data I want to save assigned to SaveGame fields in the actor class. This is tedious and manual and defeats the purpose of having a SaveGame specifier anywhere but the actor class.