VAT Fluid - Rotate object in UE give wrong shading

[aiiven]

When you import a VAT Fluid animation in UE and rotate the object, you can notice the Normals are only working with the rotation 0,0,0 of the object.

If you try to rotate the object, you can notice the shading is wrong.

In Unreal, the Sky and Sun are set to Movable.
VAT export is set to NOT Pack normals into Alpha.

Video demo: https://www.dropbox.com/s/aqtet2ppqe6ge4q/2019-10-06_03-17-27.mp4?dl=0