Not sure how you've checked it, but things are different for the game - it's using the same engine variation as Quarry, so only static meshes and textures are supported out of the box.
UE4 version: 4.26
For proper game support, except for morph targets, use specific umodel build from
this topic with game specific override option (it's the same for both The Quarry and all The Dark Pictures Anthology games) - just don't forget to disable morphs at startup screen, as they're not supported for those games. For more info and other possible issues you may read The Quarry topic and also
this post.
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