OK so based on the photo UE4/5 does add the mesh objects IF they are linked to the hierarchy, this is a feature and not a bug, as a phantom joint or bone that is include as part of the hierarchy but is greyed out. It does this so that the same skeletal rig can be used to accommodate different characters that have added components and still receive animation data as long as the extra joints are included as a child or leaf as a extension to the original base rig.
You can see that some are marked as joints made from bones or as joints made from static mesh and since the finger joints were linked, added as being part of the hierarchy, they were added to the base rig as joints.
If this is not what you want you will need to do a few things to fix it.
- Redo a clean base rig as the phantom joints are now baked as part o the base rig
- Reimport the character you made with the fingers unlinked but skinned and weighted to it’s appropriate joint as part o the hand.
https://www.youtube.com/watch?v=6WqGmxioSdE
By skinning the fingers to the proper joint it will now deform based on the transforms of the joint at the vertex level and not at the object level which is whats it adding the finger static mesh as a phantom link.
As a feature you can add a broad range of custom characters that requires additional joints, like the Paragon characters, and as phantom joints will accept custom animations intended for a given character with out having to make an additional unique base rig and still share the same animations.