If 'having a degree' is a 'big deal' for the company, it's probably not the best place to work anyway.
But what that question might uncover is that the interviewer is concerned that because you lack a degree, you might lack some CS background. That's a valid concern that you could refute by talking about how you've learned a lot on your own.
It's hard to fake having an engineering education, and if you have one it should show in an interview whether or not you have the degree.
Which I learned because I'm curious, not because I have a degree in anything related.
"An adiabatic process occurs without transferring heat or mass between a thermodynamic system and its surroundings. Unlike an isothermal process, an adiabatic process transfers energy to the surroundings only as work."
Why? Because impressions matter and will frame you as "X", until you strongly challenge and overthrow that initial impression.