You are unable to track Actors that are in different sublevels when using Cine Cameras. The 'Actor to Track' is set back to none if the target Actor isn't in the same sublevel as the Camera. This issue was reported in 4.19.2 (CL-4033788) and has been reproed in 4.18.3 (CL-3832480), 4.20 Preview 5 (CL-4173640), and Main 4.21 (CL-4174635)
Result: The 'Actor to Track' is set back to none when selecting an Actor that isn't part of the Cine Camera's Level
Expected: Able to select any Actor for 'Actor to Track' regardless of sublevel
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-61392 in the post.