Why would you expect a viable open source company to be a "megacap" anyway? The whole point of the open source development model is that, properly applied, it's more efficient and less costly than its closed-source alternative, while delivering significantly more value to its userbase. By contrast, the complementary services that an OSS-focused company actively sells (such as support) are in fact quite expensive. You wouldn't expect a support business to be "megacap", unless it actually manages to reach IBM- or RedHat-scale, which by definition very few businesses ever will.

The real competition is not Unreal vs. Unity, but both Unreal and Unity vs. e.g. Blender. (Which was actually funded as an open source project by its users, back in the day. But at a relatively low 'valuation', compared to Unity!)