Still happening in UE 5.3, kind of ridiculous.
In my case, I have a child actor component, and in the components of the child actor I am setting some values.
The values stay for a BP base class, but for its child class the component values keep reverting to the defaults for the child actor class, rather than inheriting the values from its parent.
I am getting around it for now by making a child class of the class used in the child actor and setting the desired values there, but it is definitely not an ideal setup.