Hello again,
we solved it! The anwer is to disable Mouse Over Events inside the Player Controller Class, we had it enabled and our testing was bad! It does indeed lead to unexpected behaviour (as far as we are expecting), but for now, this seems to resolve this problem.
Now the user can not swipe out of a trigger region, when starting inside it, without triggering it. I think this is expected and has to be explicitly handled inside the BP/code.
Thanks again for your help!