Source effect delay cuts off immediately with the source

Hello! For some reason in Unreal the delay effect (that’s the only one I tested) cuts off immediately when the source it was attached to finishes playing. I ticked the “Play Effect Chain Tails” in the effect chain settings but it doesn’t affect anything. What am I doing wrong? Is there a way to fix this so that it’s possible to hear the remaining delay?

Here’s an example: UE Delay Cuts off - YouTube