For the sake of memory optimization, especially for consoles, it would be very nice to have an option on components to decide where they will be created. Either as a dropdown to choose CLIENT, SERVER, ALL or maybe just a single checkbox to say "Server-side only". Perhaps there are some components for clientside effects that the server does not need, so I figured all 3 might be worth an option.
On entity creation, only those components would be created that fit the current role. The dedicated server only SERVER and ALL, client only CLIENT and ALL. Workbench host window would create them in all situations if hosting the session.