Duplicating blueprint instances in a level with added components causes instance to lose component hierarchy

Duplicating Blueprint Actor instances in a level with added Actor components causes instance to lose component hierarchy.

1. Launch Unreal Engine 4.21.2 
2. Create a blank Blueprint project
3. Create a new Blueprint class derived from Actor, eg. "BP_Test".
4. Open BP_Test Blueprint and add a Scene component Compile and save.
5. Drag an instance of BP_Test into the level.
6. With the BP_Test actor instance selected, in the Details panel, add another Scene component and manually parent it underneath the "Scene" component you added earlier.
7. Select the BP_Test actor instance in the World Outliner panel - Duplicate the actor by holding ALT and dragging the transform node a few meters in one direction (this will create a new instance called BP_Test2 in the scene).

Expected: Observe BP_Test2, the "Scene1" component should be parented to "Scene".

Result: Observe BP_Test2, the "Scene1" component is no longer parented to "Scene", and is instead parented to "DefaultSceneRoot".