Depending on if a script component is alphabetically loaded after the Hierarchy component the parent events do not fire. If I rename the component to come first the event works as expected.
This seems to have to do with the init of the hierarchy component that fires off the events to all currently known components. But any components added after do not get the event anymore. Later at runtime when all components are loaded this of course never becomes a problem. But during the creation of the entity the parent change event info needs to be saved and passed into all created script components that come later during init OR the hierarchy information is loaded dead last. The OnAddedToParent should fire reliably no matter which order the components have.