Ok, here is the thing: If I do it by blueprint, it works fine. However, I was using cpp code, a line like this:
UGameplayStatics::SpawnSoundAttached( Sound, GetCapsuleComponent(), NAME_None, FVector(), EAttachLocation::KeepRelativeOffset, true, 1.0f, 1.0f, 0.0f, nullptr, nullptr );
I found that the default parameter for position is FVector(ForceInit), not simply FVector(). Corrected that, and it all worked well. Seems like FVector() does not initialize the variables inside, this was an error on my side.
Still strange though that it works with longer sounds…
Anyways, thank you for taking the time to help me!