Engines usually push (their contemporary) materials to their limits so it's not really a surprise that they're harder to make from scratch. The infrastructure to make ICEs is one of the largest in the world and they are only so cheap because of their scale and production steadily getting automated since the post war consumer boom.

Making that automation, however, has been easier than ever! DIY CNC designs are a dime dozen ranging from routers to pick and places to mills, there are at least half a dozen serious open source competitors for the firmware to drive them, and the welding equipment and skills necessary to make a CNC rigid enough to cut steel is more accessible than ever (designs exist even!). All the parts you need for all kinds of mechanical contraptions and automation buildouts are available from McMaster Carr with same/next day shipping in some regions and there are even low cost open source robotic arms with six degrees of freedom! Something as simple as aluminum extrusions have created a sea change in how mechanical structures are built and modified from cells in automated factories to 3d printers to automated labs. Hell, you can make 3d printed liquid cooled rocket engine nozzle in metal by uploading a CAD file and test it in Mojave a few weeks later without ever touching manufacturing equipment. /rant

The typical "model engineering" steam engine doesn't push materials to the limits. Cylinders are typically cast iron or bored out of brass rod. Tolerances aren't too tight.

It is a slow process because metal is kind of recalcitrant, and making one-off parts is a lot more time consuming than manufacturing in series. To be a model engineer you have to love the process and love spending time alone in the workshop. Another tedious/fascinating aspect is the jigs and fixtures that are often necessary to make even one example of a particular part. Model engineers have to devise ways of performing machining operations (often conceptually very simple operations) and it really has to be something you love. If you see the manufacturing process purely as a barrier to realizing what you designed on paper, it can be a real drag.

So, rather than a high-tech thing, pushing limits, I think the task here (making a small steam engine) is an example of craftsmanship (with lathe, file etc.) and of doing something that is intellectually/conceptually/materially very simple and undemanding, but doing by hand using inherently slow traditional processes. It's an aesthetic choice (and CNC, aluminum extrusions etc. would be ruled out for aesthetic reasons).

Steam is basically the classical example of an ECE

That sounds pretty awesome. None of that was available when I was working on my engine. I had a lathe and a milling machine, and little skill with them.

And yet I get way more satisfaction out of building some small wood contraption than I get out of building anything in software, big or small.