I think I had this issue, or something like it. When I set mine in the project settings, it was fine. Well I haven't tried on 3.3.3 or 3.3.4, so I'll try it and report back :)
I do have my file in res://gfx/misc/logo.png, with "Fullsize" & Use Filter" checked.
Had to update my Android SDK and I'm exporting using Windows. I managed to get the same thing as you. However, it's not consistent.
I had the splash screen once, then not at all after numerous relaunches. Rebooting the phone got the splash screen back for a few launches and then nothing, then back again.
It does seem a bit unpredictable.
I'm testing on Android 8.1.0. It's an old phone I'm testing on, but I would expect the splash screen to work.
Not an answer to your problem, but you're not the only one :)
Maybe raise it as an issue on Github.
Just tried on Android 10 and it works everytime.