A more accurate and even more confusing statement would be “Wordpress is not Wordpress” which is a reality that I’ve had to explain to clients (in a former life) countless times.
“But when I go to Wordpress.com…”
SORRY, forget everything you saw there, that’s not Wordpress. Same logo? Yes. Branding? Yes. Company? Yes. But it’s not Wordpress.
This one setting that WP Engine disables is a shame, but it’s nothing compared to the confusion that Automattic has brought upon themselves