Notifies in anim sequences nested inside of anim montage do not fire

When using anim montages that contain references to a collection of anim sequences, I would like the anim notifies defined in the individual anim sequences to “bubble up” and fire when playing the montage at runtime.

Repro:
Create an anim sequence asset.
Add an anim notify to the sequence asset.
Create an anim montage asset based off of the anim sequence asset.
Play the montage back at runtime.
Note that your anim notify does not fire.

Has anyone at Epic looked at this? This seems like a reasonable use case, or am I working against the intention of the engine designers?