Same issue discussed here: https://forums.unrealengine.com/t/actors-bp-disapear-when-build-geometry-or-lighting-ue5-1-0/692183
I issued a bug report to unreal a couple weeks ago, and was told that this issue was already “known”, and was forwarded here: https://issues.unrealengine.com/issue/UE-174798
Obviously the issue goes far deeper than mere spline components, but this is being downplayed in every official avenue. This leads me to suspect that the traditional levels are being phased out, especially if this is fixed by using world partitions. Even the spline component bug report is “unresolved”, with no target version for a fix.