If I had to guess it becomes a question of how easily can you replace/train up new people to be proficient with the engine/maintain it. Fighting game engines are probably the simplest game engines there are to make but new people still need to be onboarded on it, the knowledge will be internal mostly, you can't find people with knowledge in $propietary_engine to hire right off the bat let alone maintain it. Capcom will use I believe their RE engine for sf6, already used it in dmc5 replacing MT Framework so it's not like it isn't happening in some places, but the AA developers where most of fighting games sit probably can't justify the costs to train and maintain a proprietary engine versus the cost of dealing with roadblocks in UE.