For UE to perform collision import on USD import, it looks into the setup of your prims, especially the use of
“PhysicsCollisionAPI”, “PhysicsMeshCollisionAPI” schemas and physics:approximation and physics:collisionEnabled properties.
I do not know how blender export collision to USD so first you could export a simple model from Blender to human readable usda format and check if those schemas and properties appear in the usda file.