If you change states while playing an anim montage or sequence, the “Entered State Event” will be called for the state you’re entering, but the “Fullly Blended State Event” won’t. The “Left State Event” also won’t be called for the state you’re leaving…
Right now there’s also a thread in the forums about this:
Thanks a lot for your attention!
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Thanks for the reply, I’ve now submitted it in that link.
The resulting report on the issues site is UE-79507
This problem is valid on 4.25, and it affects not only fully blended and left state events, but also end transition event.