For all who are thinking about moving to WPEngine: Your staging server does not use WPE's caching technology, which your production server will use. WPE will not give you details on how their secret-sauce caching works. This means that things that work on staging will break on production. WPE also refuse to turn off their caching on production, but also refuse to turn ON their caching on your staging server. This mea…
We invented this feature in response to bloggers and site owners who wanted to be able to test a new plugin before adding it to the live/production version of their site. We're also the only managed WP platform to offer such a feature as standard with all accounts.
I can see that in a true dev/staging/production test suite environment, it does't stand up as a true mirror of product for the reasons you stated - but then neither does the staging/local version of Google App Engine or Heroku offer the same exact environment of their production platform.
If you need true like-for-like mirroring of production and staging, then yes, you need to create another WordPress instance - that's the case for most providers. Also its wroth nothing all WP Engine accounts, other than the Personal plan, come with multiple WordPress instances, so rarely that means actually buying anything further.