Soft references are still pulled in for cooking, just not when loading the asset. That’s on purpose as if you have a soft reference to something you generally want it included into the build.
For chunking however that can have an undesired side-effect of overriding the soft-referenced asset’s chunking rules if the referencing asset has a higher priority cooking rule.
There’s a way around that. You can add the Meta property Untracked to a SoftObjectPointer / SoftClassPointer to make it not count as a cooking dependency. You’ll have to make sure you have some other way of pulling those assets into the cook then though, either through some PrimaryAssetRules or having it in an AlwaysCook directory.
For BP declared properties we don’t have a way out of the box of marking them as Untracked, however I have done it before and have instructions on modifying your Unreal Editor to support it here.