Actually you do scene management for saving cpu cycles, as you also need it for example for collision detection. If you dont do it you must always go trough the complete entity list, with a tree you already knew which objects are near and you only need to test these. Finding an specific object needs c*n time (where c is an unknown contant, and n the number of object in the level) without scene managment, with a tree it is c*log n, or something similar.
You can always implement zone management in every engine on your own, thats not that difficult.