Steamworks API CallResult function not running in Unreal Engine/C++

I’ve created a class that I’m feeding into a UFUNCTION. For some reason I can’t get the OnLobbyMatchList function to call (The blue debug print string doesn’t display).

Any help would be appreciated. I admit my knowledge of callbacks/callresults is really limited.

class CLobbyListManager


    CCallResult< CLobbyListManager, LobbyMatchList_t > m_CallResultLobbyMatchList;

    int32 result = 0;

    void FindLobbies()
        //SteamMatchmaking()->AddRequestLobbyListFilter*() functions would be called here, before RequestLobbyList()
        GEngine->AddOnScreenDebugMessage(-1, 20.f, FColor::Red, TEXT("Running FindLobbies")); //Debug Logging.
        SteamAPICall_t hSteamAPICall = SteamMatchmaking()->RequestLobbyList();
        m_CallResultLobbyMatchList.Set(hSteamAPICall, this, &CLobbyListManager::OnLobbyMatchList); //Doesn't this line call the OnLobbyMatchList function on async complete?

    void OnLobbyMatchList(LobbyMatchList_t *pLobbyMatchList, bool bIOFailure) //Not being called for some reason.
        // lobby list has been retrieved from Steam back-end, use results

        GEngine->AddOnScreenDebugMessage(-1, 20.f, FColor::Blue, TEXT("Running OnLobbyMatchList")); //Debug Logging.
int32 USteamFunctionLibrary::GetSteamLobbyList()
    CLobbyListManager LobbyManager;
    GEngine->AddOnScreenDebugMessage(-1, 20.f, FColor::Green, TEXT("Running GetSteamLobbyList")); //Debug logging
    return LobbyManager.result //Just returning 0 at this point;