If the user has a skeletal mesh component with no skeletal mesh assigned to it, there will be no Anim to Play setting visible (when Animation Mode is set to Use Animation Asset). Once a skeletal mesh is assigned, the setting is made visible. This gives the impression that the setting is missing entirely.
RESULT:
With no skeletal mesh set to the component, there is no Anim to Play setting.
EXPECTED:
If a setting is not usable, it should be grayed out and not editable. Or maybe have a message letting the user know that no mesh is assigned to the component.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-35537 in the post.