Skipping level sequencer resets changes

(Version 4.22.3)

I am using the level sequencer to play a cutscene which does minor changes to the level that I want to keep.
In the sequencer, all the “When Finished: Keep State” properties are properly set.
When the sequence is played normally, everything is fine, the changes are kept.
But if I skip the cutscene, by jumping directly to the end of it, everything is reset. No changes are kept despite all properties telling Unreal to do so.

I tried lots of combinations already in the blueprint but nothing seems to work.

What I tried:

Play -> Go to End and Stop // Camera is now stuck somewhere but the level changes are reset
Play -> Set Play Range (to duration - 0.1) // Does only play the sound of the cutscene??? Camera is now stuck. Level changes are reset.
Play -> Jump to (duration - 0.1) // Does only play the sound of the cutscene??? Camera is now stuck. Level changes are reset.
Set Play Range (to duration - 0.1) // does nothing
Go to End and Stop // does nothing
Jump to (duration - 0.1) // does nothing

I also tried to edit the MovieSceneSequencePlaybackSettings, especially the “Start Offset” and “Restore State” variables, but nothing changes.

This thread is similar to my problem but nothing in it helped so far: How can I stop a Level Sequence from resetting at the end ? - Cinematics & Media - Epic Developer Community Forums
Am I missing something? Does anybody have an idea would I should do or could try?