WP Engine restricts the use of subdirectories for single-site installations of WordPress, preventing users from hosting a website as domain.com/blog or domain.com/something. For those intending to host a WordPress installation sharing a domain with another website, it’s recommended to utilize a subdomain format such as blog.domain.com.
Attention: Although subsites of Subdirectory Multisite installations can be mapped successfully to domain.com/blog, adopting a Multisite setup solely to achieve this is not recommended.
Positioning your installation in /blog carries drawbacks for several reasons. Traffic would need to be rerouted from the initial server, implying that if the server for your main site (domain.com) experiences downtime, the WP Engine site (domain.com/blog) will follow suit. In such circumstances, WP Engine would be unable to offer assistance. This is equally applicable if latency issues arise on the main site’s server or in the linkage between the two servers.
Employing the /blog setup on the WP Engine platform also sidesteps vital features that we provide, most notably Staging environments and Backups.
If this particular setup is a strict requirement, WP Engine’s ability to assist during setup will be non-existent. Furthermore, their support for your site will be significantly restricted.
We recognize the preferences of many users for this setup; nonetheless, we fervently advise transitioning to and employing a sub-domain setup. This ensures your complete dominion over your site’s DNS and enables you to exploit the WP Engine support fully.
Source:
https://wpengine.com/support/blog-sub-directory/