I had a number of audio components created as usual in a C++ actor class’ constructor but I stumbled upon a serious issue where the components’ owner pointers had been overridden as part of the object duplication when starting a PIE session. Essentially all audio components had their owner pointers set to the CDO of the actor class and not the actual instance.
I only noticed that because I use a custom sound graph node and it used the current Owner ID <-> Owner mapping approach for audio <-> game thread communications. But likely that is the case with non-audio components and is wrong from any perspective.