This doesn’t mean “you should load and parse glTF files at runtime” 
This means that data structures of this format are suitable for being rendered at runtime without further processing, that’s why it is a “runtime format”. However for a complex engine like Unreal, you’d either need custom rendering code (which won’t conflict with main renderer), or you still need data processing / conversion into engine’s renderable structures. This conversion is done in Developer/MeshUtilities module, which is not a runtime one.
Also, things you mentioned are not a point for doing loading at runtime anyway.