i don't think they are exceptions. i admit that i didn't do a thorough search but the biggest indie hits of the recent years that i quickly found all used their own engines (often a combination of several open source libraries). to me this kind of questions tools like gamestudio and unity. this shows that to be successful you first of all need to be a "indie programmer" and not an artist with nice ideas and tools that claim that you don't need to be much of a programmer.
But you see, they also use libraries and premade functions
to get the stuff working.
An engine is just a compilation of several methods into a
bigger package. But if you know the architecture, its better
to only "outsource" part of the code, such as rendering (OpenGL interfaces),
sound, input libraries etc.
--
You can also make a great game using a very restricted engine,
that has all sets of tools and structures,
but then its called a Mod. (like the game Nehrim based on Oblivion)
So the more freedom you need, the more you can
move down the ladder of predefined functionality.
Gamestudio for example encloses too many things (resource formats, rendering procedures) from direct access and modification.
Thus its not a good choice for a bigger team, that
can rely on experienced programmers.
For them its better to use some libraries, and set up
their own engine.
its still funny to see (even more serious) attemts
to use gamestudios build in multiplayer functions.
its the type of stuff you dont touch, but make your
own implementation. (which ultimately gives the reason for
dlls to take over that job)
Its similar to using an engine that only allows integer math,
and building a workaround to simulate floating point calculations.
..instead of using floating point calculation directly.
