Problem:
There’s a bug that DestructibleComponent isn’t affectd by SetActorEnableCollision or SetCollisionEnabled.

Solution:
Add a custom Component inherit from DestructibleComponent, then override two functions: OnActorEnableCollisionChanged, SetCollisionEnabled

// Copyright 2015 inbetweengames

#include "ProjectDisco.h"
#include "DADestructibleComponent.h"


void UDADestructibleComponent::OnActorEnableCollisionChanged()
{
    // Update physical properties of the chunks in the mesh if the body instance is valid
    FBodyInstance* BodyInst = GetBodyInstance();
    if (BodyInst)
    {
        BodyInst->UpdatePhysicsFilterData();
    }

    // Update physical properties for individual bone instances as well
    if (SkeletalMesh)
    {
        int32 NumBones = SkeletalMesh->RefSkeleton.GetNum();
        for (int32 BoneIdx = 0; BoneIdx < NumBones; ++BoneIdx)
        {
            FName BoneName = SkeletalMesh->RefSkeleton.GetBoneName(BoneIdx);
            FBodyInstance* Instance = GetBodyInstance(BoneName);
            if (Instance)
            {
                Instance->UpdatePhysicsFilterData();
            }
        }
    }

    Super::OnActorEnableCollisionChanged();
}

void UDADestructibleComponent::SetCollisionEnabled(ECollisionEnabled::Type NewType)
{
    // Update physical properties of the chunks in the mesh if the body instance is valid
    FBodyInstance* BodyInst = GetBodyInstance();
    if (BodyInst && BodyInst->GetCollisionEnabled() != NewType)
    {
        BodyInst->SetCollisionEnabled(NewType);
    }

    // Update physical properties for individual bone instances as well
    if (SkeletalMesh)
    {
        int32 NumBones = SkeletalMesh->RefSkeleton.GetNum();
        for (int32 BoneIdx = 0; BoneIdx < NumBones; ++BoneIdx)
        {
            FName BoneName = SkeletalMesh->RefSkeleton.GetBoneName(BoneIdx);
            FBodyInstance* Instance = GetBodyInstance(BoneName);
            if (Instance && Instance->GetCollisionEnabled() != NewType)
            {
                Instance->SetCollisionEnabled(NewType);
            }
        }
    }

    Super::SetCollisionEnabled(NewType);
}
Reference

DestructibleComponent does not respect calls to UPrimitiveComponent::SetCollisionEnabled or AActor::SetActorEnableCollision at runtime
https://answers.unrealengine.com/questions/354110/view.html