This is something me and my team encounter lately. When someone was playing a game in the editor - values inside AttributeSet changed. Then, when a character blueprint was duplicated - these changed values were moved to a new character blueprint (but as a default values).
This was leading us to some very strange and difficult to track issues.
Creating objects, that are not components inside of actor's constructor is very risky and unsafe anyway, just like binding delegates inside the constructor. The best way to mitigate such issues is to set these properties to be Transient, so they won't serialize themselves during gameplay.

I'm not sure if the written note is descriptive enough, but I think it is a good idea to note about this problem, as designers usually love to copy-paste blueprints ;)