I think it’s working as intended (although tricky to understand at first).
“SpawnActorDeferred: WILL NOT run Construction Script of Blueprints to give caller an opportunity to set parameters beforehand.”
It says blueprints, but you should be able to override OnConstruction in C++ to do what you want. In case of deferred spawning, OnConstruction will not run until you call FinishSpawningActor (follow UGameplayStatics::FinishSpawningActor to see what happens when it’s called).
Also see: