Set Relative Location acts like Set World Location (I think this is bugged)

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I’m not sure if this is a bug, or I’m ignoring something. I’m trying to set the relative location (basically in the same point of the parent), but instead, it sets it to the 0,0,0 of the map, like if I were using set world location.

I tried changing the arrow for a static mesh, just to see if that fixed the problem but it doesn’t. Here’s an example of what’s happening.

Expected:
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Actual result:
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Seconds after posting this, I decided to deactivate “Simulate Physics” on the sphere components and “Set relative location” automatically works. This is definitely a bug.