UE4 Offical Shooting Demo Play Montage Anim

There is a animation state machine loop, JumpStart->JumpLoop->JumpEnd, When the animation in JumpLoop state, Then i play a montage animation, at the moment the montage is over, the state machine will play the JumpStart animation again… Why? The UE4 offical shooting demo has this problem too… I really want to know the reason,