This is by design/how the construction script functions. If you need them to both turn at the same time, you would need to use an animation montage or another method. If you have any other questions regarding this feel free to reopen this thread.
It doesn’t just do this in the construction script, it does it in beginplay or tick, and it does it when you use equivalent functions in an animation blueprint.
When you say “in beginplay or tick” are you using these nodes while still in the construction script or event graph, etc.? Also, what “equivalent functions in an animation Blueprint” are you using? If you submit a sample project I can take another look at the issue, however if this is in the construction script it is by design.
I mean when using those nodes in beginplay and tick they exhibit the same behaviour. The equivalent node in the animation graph is “Transform (Modify) Bone”. Try rotating the upper arm in the standard UE4 mannequin and then the lower arm. The lower arm will work but upper doesn’t. The upper without the subsequent lower works.