UMG Widgets aren't cleaned up when a player is removed

When a player is removed from a split screen game, UMG widgets associated with their screen are not properly cleared.

1. Create a widget
2. On play, add a second player. Add the widget to both players' screens using 'Add to Player Screen'
3. Remove the second player from the game
4. Widget for second player will remain on screen

UMG widgets added as a split screen player are not cleaned up after the player leaves