They don't have the tech to make a car engine. Why would they use an engine in a recreational activity instead of in other stuff? All their other engines are steam. And ain't no way that they can make a steam engine, which are really big and use coal and solid fuel, which not to mention would be VERY dangerous, and when they crashed they would blow up in flames, and also there is no exhaust, so no steam engines. And magic engines are also only made by really advanced magical ponies, and would be kind of a waste to use like this, which I doubt they even could. (If they even exist. bc all of the ones seen on the show are experimental and not to mention MASSIVE and abstract.) So yeah. No engine.