A reply was promised, and a reply is given!
Okay. So this bug has been addressed, but it looks like 5.2 was branched before this fix was added. If you build from source, you can cherrypick this commit: [MassEntity] fixed processor execution flag for world for PIE
The workaround of adding the Editor flag will work, but is more of a hack than a fix. I do understand that it is a nuisance, and I am checking to see if we can have this fix added in a 5.2 hotfix.