The fbx axis rotation conversion is apply twice for socket since they are local to the static mesh
Import the attach fbx
open the SM editor
look at the socket transform
RESULT
There is a 90 degree rotation on the roll it is not suppose to be there
EXPECTED RESULT
There is only a 120 rotation on the yaw
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-62081 in the post.