They're built using much larger feature sizes but on completely separate lines.
Its not that the IGBT / MOSFETs are built on these microcontrollers. Its that the Gate-Driver can be integrated into a microcontroller (simplifying the circuit design and reducing the number of parts you need to buy).
Under normal circumstances, a microcontroller can probably source/sink 1mA (too little to adequately turn on an IGBT). You amplify the 1mA with a gate-driver chip into 100mA, and then the amplified 100mA is used to turn on/off the IGBT.
By integrating a gate-driver into the microcontroller, you save a part.
They also have to be located close to the IGBT and the designers would want it as a separate part because it gives them enormous flexibility. You aren't saving much by adding a gate driver to a micro and I can't think of any micro that has it integrated. There are simple things like motor drivers, etc. that may have a gate driver integrated but that's not a micro and those are also built on large nodes -- much larger than nodes used for microcontrollers.
FWIW: I design advanced node (20-5nm) ASICs for a living, and have designed on older nodes before. I've also worked in power electronics.