UE4 setting pointer to NULL if tagged with BlueprintReadOnly

I was implementing UAIPerceptionComponent on a Player Controller. I am starting only with a sight sense. To make iterations time faster, I have a blueprint derived from my C++ Player Controller, in which I can set variables like SightRadius and LoseSightRadius. Because I instantiate that blueprint class, I have to register sight in Begin Play. This was my initial setup:


    	UAIPerceptionComponent* AIPerceptionComponent;

        UPROPERTY(VisibleAnywhere, BlueprintReadOnly)
    	UAISenseConfig_Sight* SightConfig;

MyPlayerController.cpp : Constructor

    AIPerceptionComponent = CreateDefaultSubobject<UAIPerceptionComponent>(TEXT("PerceptionComponent"));
	SightConfig = CreateDefaultSubobject<UAISenseConfig_Sight>(TEXT("SightConfig"));

MyPlayerController.cpp : BeginPlay

	if (SightConfig && AIPerceptionComponent){
        //Do stuff
    } else {
        UE_LOG(LogTemp, Warning, TEXT("Not configuring sense"));

Every time I got the warning Not configuring sense. After hours of debugging and even reinstalling the engine, I found that SightConfig was assigned successfully on the constructor, but was set to 0x0 (NULL), after, by the engine, in a call to FObjectInitializer to my Blueprint Class, concretely on PostConstructInit. UAISenseConfig_Sight inherits from UObject, so I assumed it would be safe to have a member pointer with UPROPERTY.

After changing

 UPROPERTY(VisibleAnywhere, BlueprintReadOnly)
  UAISenseConfig_Sight* SightConfig;


  UAISenseConfig_Sight* SightConfig;

everything started to work as it should. Why does this happen? Is there any explanation?