This is not strictly true. UE can and will package a plugin if the plugin code is linked e.g. by adding code to your blueprint only project. Then after having your project packaged you can manually move over any dependencies the plugin has and the game will run from a packaged or shipping build. If you want more details on this check out any of the plugins in my signature, the github readmes contain detailed packaging/shipping instructions.
What isn’t currently supported by UE is automatic dependency copying or blueprint only project builds automatically detecting and including plugin dependencies in the build process.