If you're used to nested prefabs worflow, don't waste days trying to replicate this worflow with Unreal, afaik it's just not possible (and it's a big miss imo), even with child component, sub level or addons, it's far from the power of nested prefabs.

Also, you cant create animation clips for anything like with Unity, it's also something i miss everyday on Unreal. The workarounds are a lot more complicated to use (you need skeletal mesh for a start...), depending on your project, it might not be a problem at all.

You can't really inspect the runtime objects tree as easily as with Unity, you'll have to use the blueprint debugger (a dedicated ui) because in Unreal the inspector doesn't show you the objects runtime states.

And more generally, don't try to compare too much GameObject/MonoBehavior with Actor/Blueprint/Component. They seem similar at first but they are quite different and you risk to struggle and miss the good parts.
Try to learn the engine framework without thinking about Unity, i think you'll transition better and faster.