Yeah, that is unfortunately how it is at the moment. Here’s hoping Epic fixes it in a not too distant update 
You need to add an unbounded post processing volume to the map which has PP_Outline as one of its Post Process Materials. Then for the move marker meshes you want to spawn, in rendering settings disable Render in Main Pass and enable Render CustomDepth. Note that this is experimental so the current implementation only works really well for grids without height differences. For grids of varying height you will need to find a way for there not to be any overlap between any adjacent tiles, or there will be gaps in the move outline. I have experimented with using procedural meshes and line traces for this, but have not gotten anything I’m really happy with yet. Hence this is still an experimental feature, though it works well for flat maps.