Looks like there’s a bug with Embedded Mode. It’s supposed to put the actors directly in the main level. And it does so when running in the editor. But in standalone, the actors stay part of the level instance. So UGameplayStatics::GetAllActorsOfClass() doesn’t work on those actors. You need to manually get the loaded level and from there you can get the list of actors in the level instance.
There’s a thread about it here:
https://forums.unrealengine.com/t/getting-actor-in-level-instance