Yeah, no. You can make a lot of things with an engine, and if you don't already have the necessary talent to make a custom engine you probably should just not.

But there are certainly games which would not exist as "Just use COTS" games. The first which comes to mind is Outer Wilds.

Outer Wilds is running a tiny solar system model. Such a model isn't stable for very long even if you had a lot of compute power which a video game console does not, but in Outer Wilds there's an excuse for that [spoiler] the sun is about to explode, it's a time loop game. Still, this is a heavily specialised engine because normal games centre on the camera or player, Outer Wilds can't do that, the model would explode almost immediately if you do that, so the centre is the sun at all times.