Are you calling SetOwner on the server?
“Owner” is a regular replicated variable, so for it to work correctly, its value needs to be changed on the server.
You should not confuse “Owner” and “Possess”.
Possess - applies to Pawn and Controller only. Controller (Player, or AI) can only Possess one Pawn, and vice versa, a Pawn can only have one Controller.
Owner - applies to any replicated actor (Controllers and Pawns are actors too). This concept refers to network interaction.
Initially, the client only Owns its Player Controller. So initially you can only call Server RPC and receive Client RPC in the Player Controller.
When you Possess a Pawn, you automatically become its Owner, and after that RPC works in Pawn too (but not vice versa, if you made the Controller the Owner of the Pawn - you do not Possess it automatically).
An actor can only have one Owner. But an actor can Own several actors.
Your AI Controllers will Possess units, but the Player Controller (or Player Pawn) can Own all units, and/or all AI Controllers, and thus be able to use RPC on them.