Sockets on FBX mesh not importing when using LODs?

We are working to iron out our content production pipeline and doing some tests. Right now we have a mesh with both sockets and LODs. However when we bring it into Unreal using the FBX importer, if the option to auto load the LODS is enabled, it properly imports all the LODs (well the meshes, we are still having issues with the materials), but the sockets do NOT import. If we instead import with the option to load LODs disabled, then the sockets do import properly, but of course now we only have the base LOD.

Has anyone run into this before? Any idea what we might be doing wrong?