I've never used Unity, but Unreal Engine is heavily tied into the Visual Studio (proper, not Code) workflow, including the Microsoft C++ Compiler toolchain and all 30GB+ of it's friends.

I'd suspect the same from Unity.

Both engines support platforms where Visual Studio is not available, right?

Unreal uses the native compiler for the target platform. Windows this is msvc. Modern consoles are all clang forks. Linux is the only exception where I think they depend on clang not gcc.

nitpick: Maybe Xbox One is built by MSVC?