Hi there, the short answer is no you will not run into any legal issues. You are able to release a commercial game with marketplace assets provided that you:
- Own a valid license for the marketplace product, which you do if you purchased it from the marketplace website
- Package your game into an exe file (and other data files), which you will need to do to release a game anyways
- Are not providing source assets (or code if the marketplace asset is a plugin) for your commercial game that would enable other users to make a copy of the marketplace product
The main point they are trying to make is you cannot re-sell the assets as is (or in modified form). When you package your game using UE4 the assets are no longer accessible, which means you are not selling the assets themselves which is why it is allowed to be used in this way.
Here’s the usage rights laid out in the Marketplace FAQ:
Usage Rights
How can I use the products I’ve purchased from the Marketplace or Learn Tab?
Besides using them for learning, experimenting, or prototyping, you may use Marketplace products in your own shipped products. However, you can’t sell or sublicense Marketplace content to other developers for use in their products, e.g. via website or ecommerce mechanism built into a 3D development tool.
Can I modify the products that I purchase?
Yes, you are free to modify any product you purchase from the Marketplace.
Can I use these products in other gaming engines, like Source or Unity?
Only Marketplace products that have not been created by Epic Games can be used in other engines. Be sure to provide appropriate credit and pay any royalties that may accrue. Please note that products purchased from the Marketplace cannot be sold back to the Marketplace after alteration.
Can I share products with my team?
Yes, you can share Marketplace products with your team but only for the limited purpose of the project that you are jointly developing. Content pooling or sharing products between developers outside of your organization is prohibited. Team members also cannot use products in an unlimited fashion for their own projects.
I hope that answers your question! Let me know if anything is unclear.