UE4 Sublevel not loading from CLI

In Unreal Engine 4, I noticed that if I open a game with:

UE4Editor.exe C:/Project/Project.uproject -game /Game/Maps/ExampleMap.umap
the engine doesnt load the sublevels.
stat LEVEL brings up an empty list!


But if I:
Set ExampleMap.umap as Game Default Map OR open any level and add OpenLevel in the level blueprint, it loads the map along with all the sublevels.
stat LEVEL brings up a full list of sublevels!

Why? I really need the CLI to load the sublevels.