In case you really need to import from UE4 with the correct framerate , I found a dirty workaround.
Export your FBX from UE4 in ASCII format. Open the file in a text editor and search for TimeMode (In the Global Settings category) :

From there, change the 0 at the end to whatever number suits your needs, see the official docs to know which number to use. Save your file.

The number corresponds to the list and starts at 0. I needed to import a 60fps fbx so I replaced the 0 with a 3.
But Blender doesn't support ASCII so you need to convert your fbx into a binary one. Luckily, Autodesk provides a free converter there. I had to open Firefox to open the link for some reason. Now install the converter and convert your modified ASCII to a binary fbx.
Import in Blender and it should work !
I really hope it will be fixed one day. I didn't try the Unreal to Blender Addon from this video from Unreal Official Youtube channel. It could work .