UUserDefinedStruct assets are automatically nativized even when blueprint nativization option is Exclusive, and no assets are specified for Blueprint Nativization.
The following is how to reproduce this bug(or is it intended?)
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Get a Clean UE4.18 .
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Make a project from First Person Template(C++).
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Make a UUserDefinedStruct asset and Name it NewUserDefinedStruct.
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Edit the project settings so that nativization option is Exclusive and make sure no assets are specified for Blueprint Nativization.
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Make a WindowsNoEditor Package.
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Check the following directory and find the header and source for the UUSERDefinedStruct asset.
($ProjectDir)\Intermediate\Plugins\WindowsNoEditor\NativizedAssets\Source\NativizedAssets\Public
($ProjectDir)\Intermediate\ntermediate\Plugins\WindowsNoEditor\NativizedAssets\Source\NativizedAssets\Private
(For me they were NewUserDefinedStruct__pf360527399.h/cpp)