Any blueprint is capable of handling player input, in addition, non-player controller blueprints will get priority and, by default, consume the said input.
Putting this code in an actor and setting Auto Receive Input → Player 0, prints the actor’s name and consumes that input - meaning that the Player Controller can no longer handle it.
Disabling Consume Input will process this input and pass it further along the chain of Input Priority
Is this not the behaviour you’re observing?
tl;dr:
It seems that an unpossesed Pawn does not handle input but an Actor Component added to that Pawn is happy to process it.