Hello ,
thanks for the reply. I’ve checked the “yellow default arrows” before asking the question. 
When adding a new instance of the SceneComponent to a Blueprint pawn, then visible is set to false per default, as expected.
However when attaching the SceneComponent to a C++ pawn using C++ (in the pawns constructor CreateDefaultSubobject<USceneComponent>(TEXT("MyScComp"))) and then instancing that C++ pawn, then visible for that SceneComponent is true (by default) - so SetVisibility(false) in the SceneComponent constructor seems to be overwritten or not being invoked.
Though setting this (again) in the pawns constructor helps, it is not how I intended to set the SceneComponent properties.